Question 20 (1 point) In the single index model, which of the following statements is true? You can diversify away all risk as the number of stocks N goes to infinity. You can diversify away systematic risk as the number of stocks N goes to infinity The standard deviation of a well diversified portfolio is equal to its Beta. The variance of a well diversified portfolio is equal to its Beta. The Beta of a reasonably well diversified portfolio is 1. None of the above Question 21 (1 point) Saved In the single index model we assume which of the following