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By holding a portfolio of more than 30 stocks, this portfolio can have ? WHICH ONE IS CORRECT A. Higher specific risk than the stock

By holding a portfolio of more than 30 stocks, this portfolio can have ?

WHICH ONE IS CORRECT

  • A. Higher specific risk than the stock with the highest specific risk in this portfolio
  • B. Lower total risk than the stock with the lowest standard deviation in this portfolio
  • C. Higher expected return than the stock with the highest expected return in this portfolio
  • D. Lower systematic risk than the stock with the lowest beta in this portfolio

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