Which of the following statements are true?

a. The risk premium for a stock depends upon the amount of its systematic risk rather than its total risk.

b. The standard deviation of small firm stock returns is smaller than the standard deviation of large firm (S&P 500) stock return.

c. The greater the correlation (the covariance) between the returns of the stocks in your portfolio, the greater the volatility (risk) of the portfolio.

d. Diversification eliminates systematic risk but does not eliminate unsystematic risk.