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.