Which of the following statements is MOST ACCURATE? (a) Systematic risk may be diversified away if you invest across asset classes. (b) Idiosyncratic risk may be diversified away if you invest across asset classes. (c) Neither systematic risk nor idiosyncratic risk can be diversified away. (d) Stocks with a high book-to-market (B/M) ratio are more affected by idiosyncratic risk. (e) Both (A) and (B).