Stock a has a beta = 0.8, while stock b has a beta = 1.6. which of the following statements is correct? a. stock b's required return is double that of stock a's. b. an equally weighted portfolio of stock a and stock b will have a beta less than 1.2. c. if market participants become more risk adverse, the required retune on stock a will increase more than the required return of stock b. d. if market participants become more risk adverse, the required return on stock b will increase more than the required return for stock a. e. if the risk-free rate increases but the market risk premium remains constant, the required return on stock a will increase by more than that on stock b.