Which of the following statements is (think strictly (always) true)? A two-stock portfolio will always have a lower standard deviation than a one-stock portfolio. A portfolio that consists of 40 stocks that are not highly correlated with "the market" will probably be less risky than a portfolio of 40 stocks that are highly correlated with the market, assuming the stocks all have the same standard deviations. A two-stock portfolio will always have a lower beta than a one-stock portfolio. if portfolios are formed by randomly selecting stocks, a 10-stock portfolio will always have a lower beta than a one-stock portfolio. A stock with an above-average standard deviation must also have an above-average beta