Which statement about risk is TRUE?

Select one:

a, If you add enough randomly selected stocks to a portfolio, you can completely eliminate all of the market risk from the portfolio

b. If you believe the stock market is about to rise sharply. you should sell your high-beta stocks and buy low-beta stocks in order to take advantage of the expected market move.

C. A portfolio that consists of all stocks in the market would have a required return that is equal to the risk-free rate.

d. An investor can eliminate virtually all diversifiable risk if he or she holds a very large, well-diversified portfolio of stocks.