Which of the following statements is CORRECT? O A) Two securities with the same stand-alone risk must have the same betas. B) Lower beta stocks have higher required returns. C) If one stock is held in a well-diversified portfolio, we will focus on its beta instead of stand. alone risk o. O D ) A stock's market risk can be diversified if you hold more securities in a portfolio. O E ) A stock's beta indicates its diversifiable risk