Which of the following two statements is(are) correct? S1: A portion of a stock's stand-alone risk is diversifiable. This portion of risk is called idiosyncratic risk. S2: CAPM beta is a measure of a stock's idiosyncratic risk. Both statements are false O S1 is correct but S2 is false O Both statements are correct O S2 is correct but S1 is false According to the CAPM, when adding a stock to a diversified portfolio, the relevant measure of risk is because investors are not compensated for taking on The standard deviation of stock returns; systematic risk O Beta, market risk O Beta: idiosyncratic risk O The standard deviation of stock returns: idiosyncratic risk