Which of the following statements is CORRECT?

a. If a stock's returns are negatively correlated with returns on most other stocks, the stock's beta will be negative.

b. If a stock has a beta of to 1.0, its required rate of return will be unaffected by changes in the market risk premium.

c. The slope of the Security Market Line is beta.

d. If a stock's beta doubles, its required rate of return must also double.

e. Any stock with a negative beta must in theory have a negative required rate of return, provided rRF is positive.