Which of the following statements is CORRECT? O a A large portfolio of randomly selected stocks will have a standard deviation of returas that is greater than the standard deviation of a 1-stock portfolio if that one stock has a beta less than 1.0. Ob. If you add enough randomly selected stocks to a portfolio, you can completely eliminate all of the market risk from the portfolio. O &Diversifiable risk can be reduced by forming a large portfolio, but normally even highly-diversified portfolios are subject to o d. A large port market (or systematic) risk folio of randomly selected stocks will always have a standard deviation of returns that is less than the standard deviation of a portfolio with fewer stocks, regardless of how the stocks in the smaller portolio are selected