Choose the most accurate statement Select one: O a. If the systematic risk of an asset is zero, then the beta of this asset must be zero O b. Non-systematic risks cannot be avoided by diversification because they are risks pertaining to particular assets in the market c. Systematic risks can always be avoided by diversification because they are risks in the financial system and can be eliminated by adding more assets in a portfolio d. Systematic risks cannot be avoided by diversification because they are risks pertaining to particular assets in the market e. Non-systematic risks can always be avoided by diversification because they are risks associated with changes in macroeconomic factors NEXT PAGE