assume that the risk free rate is 6% and the market risk premium is 5%. given the information, which of the following is correct?

a.if a stock has a negative beta, its required return must also be negative

b. an index fund with beta = 1.0 should have a required return less than 11%

c.an index fund with beta = 1.0 should have a required return greater then 11%

d. an index fund with beta = 1.0 should have a required return of 11%