The risk trenute is 6% Stock A has a beta of 1,0; Stock Ill has a beta of 20; and the market risk premium, M-FRE is positive. Which of the following utements in CORRECT O a. If the risk free rate remains constant but the market le premiun increme, Sock Arequired return will increase by more than Stocks Oh I Stock B's required return is 11%, then the market ink premium OfStock As required return is 11, then the market in premium is 5% Od. If the risk tree rate increases but the market rik premium stays unchanged. Suck Bequired retum will increase by more than Stocks De Stock Il's required rate of return is twice that of StockA