Which of the following statements is CORRECT? If an investor buys enough stocks, he or she can through diversification, eliminate all of the diversifiable risk inherent in owning stocks. Therefore, if a portfolio contained all publicly traded stocks, it would be essentially riskless. O Astock's beta is less relevant as a measure of risk to an investor with a well-diversified portfolio than to an investor who holds only that one stock. A security's beta measures its non-diversifiable, or systematic, risk. O if portfolios are formed by randomly selecting stocks, a 10-stock portfolio will always have a lower beta than a one-stock portfolio A stock with an above average standard deviation must also have an above-average beta