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According to the CAPM, as the number of assets in a portfolio increases, the amount of unsystematic risk in the portfolio: a. Remains constant b.

According to the CAPM, as the number of assets in a portfolio increases, the amount of unsystematic risk in the portfolio:

a. Remains constant

b. Decreases

c. Increases

d. Changes but in an unknown way

e. None of the above answers is correct.

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