Which one of the following is TRUE? The result of the EMHs is not all of the following except? O a. Standard deviation is a measure of expected return. O b. A maximum deduction in portfolio risk occurs when the correlation coefficient is equal zero. O c. Beta is a measure of systematic risk. O d. Unsystematic risk can not be eliminated through diversification. O a. All the EMH is found sometime true and sometime false. O b. The weak EMH is true while the strong and semi-strong EMHs are false O c. The semi-strong EMH is true while the strong and weak EMHs are false O d. The strong EMH is true while the semi-strong and weak EMHs are false