Which One of These Statements Related to Beta Is Correct

Multiple Choice

Which one of these statements related to beta is correct?

A) The beta of a risk-free security is set at 1.
B) The higher the beta,the lower the risk of a security.
C) Beta measures the risk of a single security if held in a large,diversified portfolio.
D) Beta measures the total risk of a single security whether held independently or as part of a portfolio.
E) A stock with a high standard deviation will also have a high beta.