Which of the following statements is CORRI:CT? An investor can eliminate virtually all market risk if he or she holds a very larke and well diversified portfolio of stocks. A stock's standard deviations is more relevant as a measure of risk to an Irvestor with a well-diversified portfolio than to an investor who holds only that one stock. Accordine to the CAPM, stocks with higher betas will have lower expected returns. According to CAPM, if an investor holds a market portfollo, he or she can, through diversification, eliminate all of the diversifiable risk inherent in owmine