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If the Beta for Crypto Ltd. is 2.30 and the market's expected return falls by 5%, what will happen to the expected return on Crypto

If the Beta for Crypto Ltd. is 2.30 and the market's expected return falls by 5%, what will happen to the expected return on Crypto Ltd.'s shares?

a.

The expected return will fall by 2.30%

b.

The expected return will fall by 7.30%

c.

The expected return will increase by 2.30%

d.

The expected return will fall by 11.50%

e.

The expected return will increase by 7.30%

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