Regarding diversification, $\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_.$

Question $32$Select one:

a$.$

the portfolio returns are reduced, and the standard deviation of that portfolio remains unchanged.

b$.$

there is no limit to the amount of risk that can be eliminated through this process.

c$.$

most of the benefits are realized with just $20$ stocks.

d$.$

it is the only type of risk that matters to a rational investor.

e$.$

it is the process of increasing the riskiness associated with individual assets by spreading an investment across numerous assets.