list 14 15 6 K Which of the following statements is FALSE? ... O A. Because investors are risk averse, they will demand a risk premium to hold unsystematic risk. O B. Because investors can eliminate firm - specific risk "for free" by diversifying their portfolios, they will not require a reward or risk premium for holding it. OC. The risk premium for diversifiable risk is zero, so investors are not compensated for holding firm - specific risk. OD. Over any given period, the risk of holding a stock is that the dividends plus the final stock price will be higher or lower than expected, which makes the realized return risky. CO we c C Sol Web solve EXPLO Q FI O Cl Recom Peo