Question 18 5 pts If we use one risk-free asset and a risky asset with 1.6 beta to form a portfolio, what is the maximum beta of the portfolio? positive Infinity 1.6 24 0.B Question 19 5 pts An investor has a well-diversified portfolio that includes securities from different countries. Which of the following statements about his portfolio is correct? The systematic risk of the portfolio is the U.S. market risk The portfolio still has systematic risk Since the portfolio is well diversified. It has no risk. The portfolio still has unsystematic risk