Which of the following statements is/are correct Select one: O a. as the stock-specific terms are uncorrelated, the diversifiable variance of the portfolio is the weighted sum of the individual stock-specific variances b. as the stock-specific terms aro correlated the diversifiable variance of the portfolio is the weighted sum of the individual stock-specific variances and cross products of the variances of nonsystematic and systematic risks c. as the stock-specific terms aro correlated, the diversifiable variance of the portfolio is the weighted sum of the individual stock-specific variances d. as the stock-specific terms are uncorrelated, the diversifiable variance of the portfolio is the weighted sum of the individual stock-specific variances and cross products of the variances of nonsystematic and systematic risks e. none of the provided answers