Question 10 (1 point) Which of the following statements is/are INCORRECT? RECT 1) Diversificata 1) Diversification will normally reduce the riskiness of a portfolio of stocks According to CAPM Investors are primarily concerned with portfolio risk. In particular, the relevant risk of a stock's contribution to the riskiness of a well diversified portfolio 31 l investors become less risk averse, the slope of SML will increase accordingly. During a period when a company is undergoing a change such as increasing its use of leverage, the calculated historical beta may be drastically different from the beta will be given more leverage