Which statement about risk is true? The market risk of a single stock is always higher than that of a portfolio that includes the stock. Almost half of the risk inherent in an average individual stock can be eliminated if the stock is held in a reasonably well diversified portfolio, which is one containing 20 or more stocks in a number of different industries. An investor can eliminate all market risk if they hold a very large and well-diversified portfolio of stocks. The lower the correlation between the stocks in a portfolio, the lower the risk inherent in the portfolio