Which is the best measure of risk for a single asset held in isolation (Stand Alone Investment), and which is the best measure for an asset held in a diversified portfolio? O a. Variance of the returns for the Stand-Alone Investment and the correlation coefficient for the asset relative to the other assets in the investment portfolio b. Beta for the Stand-Alone Investment and the variance of the returns for the asset when calculating portfolio risk O c. Standard Deviation of Returns for Stand-Alone Investment and beta for the asset investment) in a portfolio d. Beta is the best risk measurement for both scenarios