Why does diversification reduce overall portfolio risk?

Group of answer choices

a. Diversifiable risk factors are enhanced by the combination of stocks in a portfolio, resulting in an overall reduction of risk.

b. The combination of stocks in a portfolio will reduce the overall portfolio beta.

c. The correlation coefficients of the individual stocks will cancel themselves out, leaving a portfolio with a lower standard deviation than the individual stocks standard deviations.

d. Combining stocks in a portfolio will result in the portfolios standard deviation being brought down to the average standard deviation.