If you randomly select stocks and add them to your portfolio, which of the following statements best describes what you should expect? a. Adding more such stocks will reduce the portfolio's unsystematic, or diversifiable, risk. b. Adding more such stocks will have no effect on the portfolio's risk. Oc. Adding more such stocks will reduce the portfolio's market risk but not its unsystematic risk. Cd. Adding more such stocks will reduce the portfolio's beta coefficient and thus its systematic risk. Oe. Adding more such stocks will increase the portfolio's expected rate of return. QUESTION 12 You are considering investing in one of the these three stocks: Standard Stock Beta Deviation 20% 0.59 B 10% 0.61 12% 1.29 if it is to be held in isolation and Stock if it is to be held as part of a well-diversified portfolio If you are a strict risk minimizer, you would choose Stock OaC,A b. B; C. OCBA. d.A: B OeCB