Which of the following statements is most correct? O a. If a partfolio's beta increases f 2 to5,red rate of return will increase by an amount eqal to itsmarket risk pr O b. Higher beta stocks have more company-specific risk, but do not necessarily have more market risk O c. lf beta doubles, the required return doubles. Od. If a stock has a ncgative beta, its required retun is negative O e. If two stocks have the same standard deviation and the correlation coefficient between the returns of two stocks equals zero, an equally weighted portfolio of the two stocks will have a standard deviation lower than that of individual stocks. the follow