Assume that the risk-free rate is 6% and the market risk premium is 5%. given this information, which of the following statements is correct? a. an index fund with beta = 1.0 should have a required return greater than 11%. b. an index fund with beta = 1.0 should have a required return of 11%. c. if a stock has a negative beta, its required return must also be negative. d. an index fund with beta = 1.0 should have a required return less than 11%. e. if a stock's beta doubles, its required return must also double