The risk-free rate is 5%; Stock A has a beta of 2.0; Stock B has a beta of 1.0; and the market risk premiumis positive. Which of the following statements is CORRECT?

If the risk-free rate increases but the market risk premium stays unchanged, Stock B's required return will increase by more than Stock A's.

If Stock A's required return is 11%, then the market risk premium is 6%.

If Stock B's required return is 11%, then the market risk premium is 6%.

Stock A's required rate of return is twice that of Stock B