Match the following statements to true or false:

A. When two risky securities with a correlation of less than one, the portfolio standard deviation will be less than the weighted average of the individual security standard deviations.

B. There is no benefit from diversification if the correlation coefficient is 0.

C. Standard deviation measures market risk, whereas beta measures unique risk of a portfolio.

D. There is no benefit from diversification if the correlation coefficient is 1.