Which of the following statements are true? List all correct options.

a. The beta of the market portfolio is 0.

b. The volatility of a large portfolio results from the common systematic risk between the stocks in the portfolio.

c. A stock's beta is the percentage change in its return that we expect for each 1% change in the market's return.

d. The required rate of return on a stock is increasing in the stock's systematic risk.

e. The volatility (the standard deviation) of stock returns is a measure of total risk for the stocks investors.