Multiple Choice
Which of the following statements is false?
A) Systematic risk is rewarded, unsystematic risk is not.
B) Unsystematic risk can be diversified away.
C) Only systematic risk remains in a fully diversified portfolio.
D) Both systematic risk and unsystematic risk are rewarded.
E) The market portfolio has no unsystematic risk.
Correct Answer:
Verified
Correct Answer:
Verified
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