Clearly STATE which of the choice(s) below is/are CORRECT and which are INCORRECT? If a statement is incorrect, you must briefly explain why. (Note: You can write several full sentences in the answer boxes but keep the explanations to 5-30 words). a. An investor can eliminate virtually all market risk if he or she holds a very large and well diversified portfolio of stocks. b. The higher the correlation between the stocks in a portfolio, the lower the risk inherent in the portfolio c. It is impossible to have a situation where the systematic risk of a single stock is less than that of a portfolio that includes the stock. d. An investor can eliminate virtually all diversifiable risk if he or she holds a very large, well-diversified portfolio of stocks. e. As we add assets to a portfolio where the assets are held in equal weights, the benefit of diversification is most dramatic after there are more than 500 stocks