If a stock portfolio is well diversified, then the portfolio standard deviation: (Select two from below.) A. will be equal to 1. B. will mostly reflect systematic risk. C. will be equal to or greater than the standard deviation of the most risky stock in the portfolio. D. will be greater than a weighted average of the standard deviation of the individual stocks in the portfolio. E. will be smaller than a weighted average of the standard deviation of the individual stocks in the portfolio.