In a Portfolio of Three Different Shares, Which of the Following

In a portfolio of three different shares, which of the following could not be true?

A) The riskiness of the portfolio is less than the riskiness of each of the shares if they were held in isolation.
B) The riskiness of the portfolio is greater than the riskiness of one or two of the shares.
C) The beta of the portfolio is less than the beta of each of the individual shares.
D) The beta of the portfolio is greater than the beta of one or two of the individual share's betas.
E) None of the above (i.e., they all could be true, but not necessarily at the same time) .