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Stock H has a beta of 1.8, while Stock L has a beta of 0.6. If investors aversion to risk increased... a. the risk premiums

Stock H has a beta of 1.8, while Stock L has a beta of 0.6. If investors aversion to risk increased...

a.

the risk premiums of Stock H and L would remain unchanged.

b.

the risk premiums of Stock H and L would increase by the same amount.

c.

the risk premium of Stock L would increase by more.

d.

the risk premium of Stock H would increase by more.

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