5. Select the most accurate statement below a. The most important characteristie in determining the risk of a well-diversified portfolio is the variance of the individual assets in the portfolio. b If a portfolio has a positive investment in every asset, it is possible for the expected ret urn on the portfolio to be greater than that on every asset in the portfolio. c. A risky asset can have a beta of zero. d Two of the above statements are correct. e Three of the above statements are correct. f None of the above stat ements is correct