What does it mean if the beta of a stock is greater than 0 and less than 1?

a. When the market ricks premium goes up, the stock's expected return will go up

b. Investors should not invest in this stock

c. It's riskier comapred to the market return

d. Its expected return is higher than the market risk premium if the risk rate is positive

e. Its expecred return is higher than the market expected return if the risk-free rate is positive