Indicate whichof the followingstatements are true.

A. On a given day, the systematic portion of a single stock's unexpected return would likely be zero.

B. On a given day, the unsystematic portion of a single stock's unexpected return would likely be zero.

C. On a given day, the systematic portion of a well-diversified portfolio's unexpected return would likely be zero.

D. A well-diversified portfolio always has no unsystematic risk.

E. A single stock always has no unsystematic risk.

F. On a given day, the unsystematic portion of a well-diversified portfolio's unexpected return would likely be zero.