Ch $02$: Assignment $-$ Risk and Return: Part I

Based on the data presented in the previous graph, which of the following statements are true? Check all that apply.

The market portfolio would have a standard deviation of about $40\%.$

As the portfolio's size increases, its market risk decreases.

The market portfolio would have a standard deviation of $20\%.$

A portfolio of $40$ stocks has a diversifiable risk of $8\%.$

A portfolio of $80$ or more stocks could eliminate almost half of the risk.