Historically, a portfolio composed of the stocks of the 500 largest US companies has had a return standard deviation ( P ) of about .

Historically, a portfolio composed of the stocks of the 500 largest US companies has had a return standard deviation (σP) of about .21 (21%) whereas a portfolio composed of the stocks of the 2,000 smallest companies traded on the New York Stock Exchange has had a return standard deviation of .33 (33%). Why are the risk measures for these two portfolios so different?  Defend your answer with the strongest arguments you can marshal