11. Which of the following statements is CORRECT? a. According to the CAPM, stocks with higher standard deviations of returns will have higher expected returns. b. If an investor buys enough stocks, he or she can, through diversification, eliminate all of the diversifiable risk inherent in owning stocks. Therefore, if a portfolio contained all publicly traded stocks it would be essentially riskless. c. A stock's beta is less relevant as a measure of risk to an investor with a well- diversified portfolio than to an investor who holds only that one stock. d. None of the above statements is correct