Question 1 1 pts Which of these statements is false: Systematic risk is the part of a security's total risk that cannot be eliminated by diversification. The risk of an asset is the chance that the asset's cash flows will be less than expected. Correlation is the tendency of two variables to move together. A correlation coefficient of +1.0 means that the two variables move up (or down) in perfect synchronisation, whilst a coefficient of -1.0 means the variables always move in opposite directions. The expected return on a portfolio is simply the weighted average expected return of the individual stocks in the portfolio, with the weights being the fraction of total portfolio value invested in each stock. The market risk premium is the difference between the expected return on the market and the risk-free rate