Assume that the risk-free rate is 5%. Which of the following statements is correct?

A.If a stocks beta were 1.0, its required return under the CAPM would be 5%.

B.If a stocks beta were less than 1.0, its required return under the CAPM would less than 5%.

C.If a stock has a negative beta, its required return under the CAPM would be less than 5%.

D.If a stocks beta doubled, its required return under the CAPM would also double.