Which of A) Through C) Is TRUE

Multiple Choice

Which of a) through c) is TRUE?

A) In the CAPM, that portion of an individual asset's risk that cannot be diversified away by holding the asset in a large portfolio is called systematic risk.
B) In the CAPM, that portion of an individual asset's risk that cannot be diversified away by holding the asset in a large portfolio is called market risk.
C) In the CAPM, that portion of an individual asset's risk that cannot be diversified away by holding a portfolio with many securities is called nondiversifiable risk.
D) All of the above are true.
E) None of the above are true.