For this question, relate the word "risk" to "standard deviation of returns" Which of the following is true about the relation between the risk of a portfolio and the risk of its constituent stocks? O The risk of the portfolio can be less than the risk of the least risky constituent stock. O The risk of a portfolio is always greater than the risk of the riskiest constituent stock. O The risk of the portfolio is at least the average of the risk of the constituent stocks. The risk of the portfolio is simply the sum of the risk of the constituent stocks. O The risk of the portfolio is exactly the average of the risk of the constituent stocks