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A. B Which of the following statements is FALSE? When we combine many stocks in a large portfolio, the firm-specific risks for each stock will

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A. B Which of the following statements is FALSE? When we combine many stocks in a large portfolio, the firm-specific risks for each stock will average out and be diversified. The risk that the evolution of resistance can render all Covid-19 vaccine under clinical trial Ineffective is a diversifiable risk The risk premium for diversifiable risk is zero. Fluctuations of a stock's returns that are due to industry-specific news are diversifiable risks None of the above oc . D E

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