For a portfolio of some randomly selected stocks, which of the following is most likely to be true?

Select one:

a.The riskiness of the portfolio is greater than the riskiness of each of the stocks if each was held in isolation.

b.The riskiness of the portfolio is the same as the riskiness of each stock if it was held in isolation.

c.Adding more stocks will reduce the portfolio's unsystematic, or firm-specific risk.

d.Adding more such will increase the portfolio's expected rate of return.