Which of the following statements is correct?
A. When calculating the risk of a portfolio, you should adjust the process by the covariance, or interrelationship, of security price dispersion.
B. When calculating the risk of a portfolio, you should add the weighted average of the standard deviation of each member of the portfolio.
C. When calculating the risk of a portfolio, you should find the weighted average return of the members of the portfolio and divide by the mean standard deviation of the members.
D. When calculating the risk of a portfolio, you should adjust the process by the correlation coefficient of security price dispersion.