which of the following statements is correct? which of the following statements is correct? a large portfolio of randomly selected stocks will have a standard deviation of returns that is greater than the standard deviation of a 1-stock portfolio if that one stock has a beta less than 1.0. if you add enough randomly selected stocks to a portfolio, you can completely eliminate all of the market risk from the portfolio. a large portfolio of randomly selected stocks will always have a standard deviation of returns that is less than the standard deviation of a portfolio with fewer stocks, regardless of how the stocks in the smaller portfolio are selected. a large portfolio of stocks whose betas are greater than 1.0 will have less market risk than a single stock with a beta