Which of the following statements is true? OA. In an efficient market systematic risk can be eliminated through diversification. OB. If o is greater than og, then Beta A must be greater than Beta B. OC. A stock with a beta less than zero has no exposure to systematic risk. OD.A stock with a beta of 1.0 would on average earn the risk-free rate. OE. A stock with a beta greater than 1.0 has greater undiversifiable risk than a stock with a beta of 1.0.