How does the relationship between the average rotumn 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 volatilitles. For farge portfolios, no clear relationship exists. OB. 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 OC. Large portfolios with lower returns have lower volatilities. For Individual stocks, no clear relationship exists OD. There is no clear relationship between retums and volatilities for individual stocks or large portfolios E. Lower returns are always associated with low volatilities ES al