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So, the CAPM says that the Market should pay you for Systematic, or non-diversifiable risk. But, the question is: If as an investor I still

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So, the CAPM says that the Market should pay you for Systematic, or non-diversifiable risk. But, the question is: If as an investor I still hold diversifiable (i.e., "non-systematic") risk risk, that suggests that I am holding more risk than I could, and maybe not getting paid for it. What does that suggest about my holdings

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