Please state whether each of the following statements is true or false. You do NOT need to provide justification. (a) The required return on stock increases in proportion to its volatility. (True / False) (b) Suppose that we construct a portfolio combining an infinite number of actual stocks. Then, we are able to eliminate all uncertainty and achieve zero volatility. (True / False) (c) Suppose that we construct a portfolio combining an infinite number of actual stocks. Then, we are able to eliminate independent risks. (True / False) (d) Consider two stocks A and B. Their systematic risks are identical, but stock A has larger independent risks. The stock market would provide a higher risk premium for stock A than stock B. (True / False)