Which of the following statements is most correct?

	The required rate of return of a diversified portfolio with Beta of 1 is typically greater than the Market Risk Premium.
	A stock with a negrative beta must have a negative required rate of return.
	If a stock's beta doubles its required rate of return must double.
	If a stock has a beta equal to 1.0, its required rate of return will be unaffected by changes in the market risk premium.
	None of the above statements is correct.