Note that the "correct statements" is plural.

7-29 Concerning the riskiness of a portfolio of two securities using the Markowitz model, select the CORRECT statements from among the following set: a. The riskiness depends on the variability of the securities in the portfolio. b. The riskiness depends on the percentage of portfolio assets invested in each security. c. The riskiness depends on the expected return of each security. d. The riskiness depends on the amount of correlation among the security returns. e. The riskiness depends on the beta of each security