Which of the following statements is true regarding the principle of diversification? a. As you add stocks to a portfolio, the systematic risk is reduced. b. As you add stocks to a portfolio, the beta gets smaller. c. The beta of the market portfolio is equal to 0. d. As you add stocks to a portfolio, the total risk - which is a combination of both systematic AND unsystematic risk - is reduced. e. A stock's beta cannot be greater than 1