Please us the English translation

VRAAG 1 / QUESTION 1 (2) voer aan dat unieke risiko teoreties nie bestaan in 'n totale gediversifiseerde portefeulje nie, en portefeulje-evaluationmoet slegs fokus op die portefeulje se ongediversifiseerde sistematiese risiko (kies die mees korrekte opsie). / contends that unique risk should theoretically be non-existent in a completely diversified portfolio, and performance evaluation should focus only on the portfolio's undiversifiable systematic risk (choose the most correct option). A. Markowitz se doeltreffendheidgrens. / Markowitz efficient frontier. B. Sharpe-verhouding. / Sharpe ratio. C. Kappa 3-verhouding. / Kappa 3 ratio. Sortino-verhouding. / Sortino ratio. Treynor se prestasie-indeks. / Treynor performance index. F. Omega-verhouding. / Omega ratio