If the market beta of SONY stock is 3, what will you expect its return to be if the stock market falls by 5%? 

a. SONY’s stock return will rise by 3% above its expected value. 

b. SONY’s stock return will fall by 3% below its expected value. 

c. SONY’s stock return will rise by 15% above its expected value. 

d. SONY’s stock return will fall by 15% below its expected value.