Which One of the Following Statements Applies to Unsystematic Risk

Multiple Choice

Which one of the following statements applies to unsystematic risk?

A) It can be eliminated through portfolio diversification.
B) It is also called market risk.
C) It is a type of risk that applies to most, if not all, securities.
D) Investors receive a risk premium as compensation for accepting this risk.
E) This risk is related to expected returns.