Which of the Following Statements About Beta Is Correct

Which of the following statements about beta is correct?

A) If the returns on a stock vary widely, then its standard deviation is large, and as a result, the stock will also have a large beta coefficient.
B) A stock's standard deviation of returns is a measure of the stock's stand-alone risk, while its beta measures its unsystematic risk.
C) A portfolio that contains 100 high-beta stocks will not be riskier than a portfolio containing 100 low-beta stocks.
D) A stock that is perfectly positively correlated with the market would not have a beta coefficient that is greater than one.
E) A stock with a negative beta has very high firm-specific risk.