Finance. Pls Don't answer unless 100% certain. Need help with these

A measure of the total riskiness of an asset is ____________.

A. beta

B. covariance

C. standard deviation

D. alpha

The term complete portfolio refers to a portfolio consisting of _________________.

A. the market portfolio combined with the minimum-variance portfolio

B. securities from domestic markets combined with securities from foreign markets

C. the risk-free asset combined with at least one risky asset

D. common stocks combined with bonds

Consider an investment opportunity set formed with two securities that are not perfectly negatively correlated. The global minimum-variance portfolio has a standard deviation that is always _________.

A. equal to the sum of the securities' standard deviations

B. equal to 0

C. greater than the standard deviation of risk-free asset

D. less than the standard deviation of risk-free asset