19For a Diversified Portfolio Including a Large Number of Equitys,the

19.For a diversified portfolio including a large number of equitys,the:

A) weighted average expected return goes to zero.
B) weighted average of the betas goes to zero.
C) weighted average of the unsystematic risk goes to zero.
D) return of the portfolio goes to zero.
E) return on the portfolio equals the risk-free rate.