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Help with this please! You have developed the following data to examine the impact of portfolio diversification. Which scenario seems to be out of place?

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You have developed the following data to examine the impact of portfolio diversification. Which scenario seems to be out of place? # of stocks in the portfolio Diversifiable Risk Market Risk L. 2 stocks 0.05 0.20 M. 20 stocks 0.19 0.20 N. 30 stocks 0.18 0.20 0.60 stocks 0.10 0.20 P. 100 stocks 0.01 0.20 Select one: Ob . o z 2 O d. M O e. L

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