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? CE (Select the best choice below) OA Largo portfolios with lower returns have lower volatilities. For individual stocks, no clear relationship exists OB Lower returns are always associated with low volatilities OC Individual stocks with higher returns have lower volatilities. For fargo portfolios, no clear relationship exists How does the relationship between the average return and the historical volatility of individual stocks differ from the relationship b OO A. Large portfolios with lower returns have lower volatilities. For individual stocks, no clear relationship exists. B. Lower returns are always associated with low volatilities C. Individual stocks with higher returns have lower volatilities. For large portfolios, no clear relationship exists. D. 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 OE. There is no clear relationship between returns and volatilities for individual stocks or large portfolios