Which of the following is correct? A) A portfolio with a large number of randomly selected stocks would have less market risk than a single stock that has a beta of 0.5 B) If a stock has a negative beta, its expected return must be negative C) a portfolio with a large number of randomly selected stocks would have more market risk than a single stock that has a beta of 0.5 D) f the returns on two stocks are perfectly correlated (i.e.m the correlation coefficient is +1) and the stocks have equal standard deviations, an equally weighted portfolio of the two stocks will have a standard deviation that is less than that of the individual stocks