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b When re-assessing the risk of XYZ stock in relation to the market index, you find that the ratio of the systematic variance to the

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When re-assessing the risk of XYZ stock in relation to the market index, you find that the ratio of the systematic variance to the total variance has fallen. You must also find that the covariance between XYZ and the market has fallen correlation coefficient between XYZ and the market has fallen correlation coefficient between XYZ and the market has risen unsystematic risk of XYZ has risen

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