Which of the following statements is most correct? A. A portfolio's risk is measured by the weighted average of the standard deviations of the securities in the portfolio. B. Market participants are able to eliminate virtually all company-specific risk if they hold a large diversified portfolio of stocks. C. If a stock has a negative beta, its expected return must be negative. D. The tighter the probability distribution of expected future returns, the greater the risk of a given investment as measured by its standard deviation. E. All of the statements above are correct.