Assume that the risk free rate is 6% and market premium is 5%. Given this information, which of the following statements is correct?

		An index fund with a beta of 1.0 should have a required return of 11%
		If a stock has a negative beta, its return also has to be negative
		If a stocks beta doubles, its required return must double
		An index fund with a beta of 1.0 should have a required return greater than 11%