Assume that the risk-free rate, rre, is 5%. Which of the following statements is CORRECT? A If a stock's beta were 1.0, its required return under the CAPM would be 5%. B If a stock's beta doubled, its required return under the CAPM would more than double. If a stock's beta were less than 1.0, its required return under the CAPM would be less than 5%. D If a stock's beta doubled, its required return under the CAPM would also double. E If a stock has a negative beta, its required return under the CAPM would be less than 5%