Dixon Food's stock has a beta of 1.4 , while Clark Caf's stock has a beta of 0.7 . Assume that the risk-free rate, rRF, is 5.5% and the market risk premium, (rMrRF). equals 4%. Which of the following statements is NOT CORRECT? a) If the risk-free rate increases while the market risk premium remains constant, then the required return on both stocks will increase. b) If the market risk premium increases but the risk-free rate remains unchanged, Dixon's required return will increase because its beta is higher than 1 , and and Clark's required return will decrease because its beta is lower than 1. c) None of the above d) If the market risk premium decreases but the risk-free rate remains unchanged, Dixon's required return will decrease because it has a beta greater than 1.0 and Clark's will also decrease, but by less decrease than Dixon's because it has a beta less than 1.0. e) Since Dixon's beta is twice that of Clark's, if the market risk premium increases from 4% to 5%, the net increase in Dixon's required rate of return will be twice that of Clark's