Which of the following statements is FALSE? A. As the stock price changes, the beta of an option will change, with its magnitude falling as the option goes in-the-money. B. The beta of a put option written on a negative beta stock is always negative. C. A put option is a hedge, so its price goes up when the stock price goes down. D. For a call written on a stock with positive beta, the beta of the call always exceeds the beta of the stock