How does the relationshijp betwoon the average retum and the historical volatility of individual stocks differ from the relationship between the average return and the historical volatility of large, well-diversified portolios? Select the best choice below) O A. Large portfolios with lower returns have lower volatities For individual stocks, no clear relationship exists O B. Lower returns are always associated with low volatilities O C. Individual stocks with higher retums have lower volatilities. For large portolios, no clear relationship exists D. There is no clear relationship between returns and volatlities lor individual stocks or large portfolios E. For large stocks and large portolios there is a clear relationship. Higher returns are associated with higher volalilities However, for small stocks and small portfolios, there is no relationship between returns and volatilities