Which of the following statements is CORRECT?

	a.	Market risk can be eliminated by forming a large portfolio, and if some Treasury bonds are held in the portfolio, the portfolio can be made to be completely riskless.
	b.	A portfolio with only a few stocks can have a lower market risk than a portfolio with many stocks.
	c.	The higher the correlation between the stocks in a portfolio, the lower the risk inherent in the portfolio.
	d.	A portfolio that consists of all stocks in the market would have a required return that is equal to the riskless rate.
	e.	An investor can eliminate virtually all market risk if she holds a very large and well diversified portfolio of stocks.