1. If the correlation coefficient of security with the market portfolio is 1, then the beta of security i must be 1. II. When deciding whether to hold only one of two different assets, an investor will always choose the asset with the lower beta. III. You initially invest all your money in the market portfolio. By investing half of your wealth in the market portfolio and half in a risk-free security, you will reduce your risk by half. IV. Examples of systematic risk are a lawsuit or a labour strike expected in the next year. All of the above are true All of the above are false Only one of the above is true Only three of the above are true Only two of the above are true