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15 Systematic Risk is A. the risk arising from the interconnectedness of banks leading to the recession in 2008 B. the same as unique risk

15

Systematic Risk is

A.

the risk arising from the interconnectedness of banks leading to the recession in 2008

B.

the same as unique risk

C.

the risk from exposure to the market, marcoeconomic factors etc

D.

eliminated totally if there are over a 30 stocks in your portfolio

16. Which of the following statistics is NOT meaningful for measuring risk/uncertainty?

A.

Kurtosis

B.

VaR

C.

Median

D.

Range

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