Which of the following statements is CORRECT? Answer Question 5 answers a. A stock with a beta of -1.0 has zero market risk if held in a 1-stock portfolio. b. The SML relates its required return to a firms market risk. The slope and intercept of this line cannot be controlled by the financial manager. c. When company-specific risk has been diversified away, the inherent risk that remains is market risk, which is constant for all stocks in the market. d. Portfolio diversification reduces the variability of returns on an individual stock