11. Which of the following statement is true?

(i) A well diversified portfolio can eliminate most risks, so its beta tends to be close to zero.

(ii) When a new asset is added to a risky portfolio, the efficient frontier of the risky portfolio may shrink (i.e. become worse relative to before), especially when the correlations between the new asset and assets already in the portfolio are high.

(iii) For a 30-year mortgage, the interest portion in the monthly payment decreases over time (i.e. the interest portion is greater in an earlier payment than in a later payment).

Group of answer choices

A. (i) only

B. (ii) only

C. (iii) only

D. (i) & (ii) only

E. (i) & (iii) only

F. (ii) & (iii) only

G. (i)(ii)(iii)

H. None of (i)(ii)(iii)