Stock A has a beta of 0.8 and Stock Bhas a beta of 1.2.50% of Portfolio Pis invested in Stock A and 50% is invested in Stock B. If the market risk premium (rM - TRP) were to increase but the risk-free rate (TRF) remained constant, which of the following would occur? a. The required return would decrease by the same amount for both Stock A and Stock B. b. The required return would increase for both stocks but the increase would be greater for Stock B than for Stock A. c. The required return would increase for Stock B but decrease for Stock A d. The required return on Portfolio P would remain unchanged. e. The required return would increase for Stock A but decrease for Stock B