Which of the Following Statements Is Most Correct

Which of the following statements is most correct?

A) If beta doubles, the required return doubles.
B) If a share has a negative beta, its required return is negative.
C) Higher beta shares have more company-specific risk, but do not necessarily have more market risk.
D) If a portfolio's beta increases from 1.2 to 1.5, its required rate of return will increase by an amount equal to its market risk premium.
E) If two shares have the same standard deviation and the correlation coefficient between the returns of two shares equals zero, an equally weighted portfolio of the two shares will have a standard deviation lower than that of individual shares.