An investor's risky portfolio is made up of individual stocks. Which (if any) of the following statements about this portfolio is true?

Group of answer choices

A. All stocks in this portfolio will have a beta less than one.

B. All stocks in this portfolio will have a beta greater than one.

C. none of these

D. The beta of this portfolio is negative if all stocks are positively correlated.

(my first attempt for this question I chose none of these as I thought I could not make a determination about beta without more information. This was incorrect and I am wondering the correct answer and why, Thank you!!)