Listed below are the characteristic lines and correlation's (correlation of each fund with the market) for three mutual funds R 1 0 5 1 25R m p 0 8 R 2 1 25 0 95R m p 0 75 R 3 0 75 1 35R m p 0 7 Which fund has the most non diversifiable risk What percent of each fund's risk is systematic and non systematic

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Listed below are the characteristic lines and correlation's (correlation of each fund with the market) for three mutual funds: R 1 =-0.5 + 1.25R m

Listed below are the characteristic lines and correlation's (correlation of each fund with the market) for three mutual funds:

R₁=-0.5 + 1.25R_mp=0.8

R₂=1.25+0.95R_mp=0.75

R₃=0.75+1.35R_mp=0.7

Which fund has the most non-diversifiable risk?

What percent of each fund's risk is systematic and non-systematic?

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