What is the sign of the risk premium of a negative-beta stock? Explain. (Assume the risk premium of the market portfolio is positive.) (Select the best choice below.)

A. Zerolong dashstocks with a negative beta have zero risk premiums.

B. Positivelong dashall stocks must have positive risk premiums.

C. Indeterminatelong dashnot all negative beta stocks have negative risk premiums.

D. Negativelong dashassuming the market risk premium is positive, the risk premium has the same sign as beta.