Which of the following-statements is CORRECT? According to CAPM, if an investor holds a market portfollo, he or she can, through diversification, eliminate all of the diversifiable risk inherent in owning stocks. An investor can eliminate virtually all market risk if he or she holds a very large and well diversified portfolio of stocks. According to the CAPM, stocks with higher betas will have lower expected returns. A stock's standard deviations is more relevant as a measure of risk to an investor with a well-diversified portfolio than to an investor who holds only that one stock