Assume that the average variance of return for an individual security is 50 and that the average covariance is 10. What is the difference between the expected variance of an equally weighted portfolio of 10 securities and that of an equally weighted portfolio of 100 securities? A. Less than 2.5 B. Between 2.5 and 3.5 C. Between 3.5 and 4.5 D. Greater than 4.5