The standard deviation of a portfolio:

A) Measures the amount of diversifiable risk inherent in the portfolio.

B) Can be less than the weighted average of the standard deviations of the individual securities held in that portfolio.

C) Is a measure of that portfolio's systematic risk.

D) Serves as the basis for computing the appropriate risk premium for that portfolio.

E) Is a weighted average of the standard deviations of the individual securities held

in that portfolio