Suppose that in the stock market, Pepsi and Coke always move in opposite directions, and Pepsi and Starbucks always move in the same direction. Which of the following is the worst portfolio in terms of risk? A. Pepsi and Starbucks B. Not enough information to find the answer OC. Coke and Starbucks OD. Pepsi and Coke The diversification effect refers to: O A. Investors tend to get lower expected returns when they include a greater number of assets in their portfolio O B. Investors tend to get lower risk when they include a greater number of assets in their portfolio OC. Investors tend to get higher expected returns when they include a greater number of assets in their portfolio OD. Investors tend to get higher risk when they include a greater number of assets