HELP!

How does the relationship between the average return and the historical volatility of individual stocks differ from the relationship between the average return and the historical volatility of large, well-diversified portfolios? (Select the best choice below.) O A. Individual stocks with higher returns have lower volatilities. For large portfolios, no clear relationship exists. O B. Large portfolios with lower returns have lower volatilities. For individual stocks, no clear relationship exists. O C. Lower returns are always associated with low volatilities OD. For small stocks and small portfolios there is a clear relationship. Higher returns are associated with higher volatilities. However, for large stocks and large portfolios, there is no relationship between returns and volatilities. O E. There is no clear relationship between returns and volatilities for individual stocks or large portfolios