Suppose you invested in several stocks at random, what would NOT be true: The beta of the portfolio is calculated as a weighted average of the individual stocks' betas. The riskiness of the portfolio is less than the riskiness of each of the stocks if they were held in isolation. The beta of the portfolio is higher than the beta of one or two of the stocks in the portfolio. The riskiness of the portfolio is greater than the riskiness of tone or two of the stocks. The beta of the portfolio is lower than the lowest of the three betas