Which of the Following Is Correct

Multiple Choice

Which of the following is correct?

A) Diversifiable risk, which is measured by the stock's beta, can be lowered by adding more stocks to the portfolio in which the stock is held.
B) Diversifiable risk, which is measured by the standard deviation, can be lowered by adding more stocks to the portfolio in which the stock is held.
C) Systematic risk, which is measured by the stock's beta, cannot be diversified away by adding more stocks to the portfolio in which the stock is held.
D) Diversifiable risk, which is measured by the stock's expected return, can be lowered by adding more stocks to the portfolio in which the stock is held.