urgent

Which of the following is/are correct? A. When two stocks have a correlation of -1 it is always possible to construct a portfolio with 0 standard deviation. B. The risk of a well-diversified portfolio depends on the unique risk of the stocks contained in the portfolio. C. Other things equal, the greater the number of independent stocks (i.e. the covariances are all zero) in an equally weighted portfolio the smaller the standard deviation of the portfolio. D. The standard deviation of a portfolio is always a weighted average of the standard deviations of the individual securities. E. Beta is a measure of the market risk of a stock. F. The beta of a poorly-diversified portfolio is equal to the weighted average of the betas of the individual stocks where the weights are the proportions in the portfolio