Question 8 3 Stock A has a beta of 0.7, whereas Stock B has a beta of 1.3. Portfolio P has 50% invested in both A and B. Which of the following would occur if the market risk premium increased by 1%? (Assume that the risk-free rate remains constant.) The required return on Portfolio P would remain unchanged. The required return on both stocks would increase by 1%. The required return on Portfolio P would increase by 1%. The required return on Stock A would increase by more than 1%, while the return on Stock B would increase by less than 1%