Which of the following statements is CORRECT?

(A) Dow Jones Industrial Average is a value-weighted index.

(B) S&P 500 index consists of 30 major stocks.

(C) If the stock price of Apple increases by 1 dollar, then DJIA will increase by about 14.6 cents, assuming the prices of all other stocks remain the same.

(D) If you construct a portfolio that consists of all the assets over the world, then the portfolio becomes risk free asset.

(E) Market risk is non-diversifiable.