The correlation coefficient between the rates of return of security A and the rates of return of security C computed for a long time series is equal to 0.4. This means that a rational investor expects: a. Nothing to happen, because risky assets are not correlated b. The rate of return of security C to increase 4% if the rate of return of security A increases 10% c. The rate of return of security C to increase 6% if the rate of return of security A increases 10% d. The rate of return of security C to remain the same, regardless of any changes in the rate of return of security A The risk of a well-diversified portfolio should be measured by: a. Its Variance b. Its 'Beta' c. Its Standard Deviation d. Its Coefficient of Variation