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Using the Sharpe single-index model with a random portfolio of U.S. common stocks, as one increases the number of stocks in the portfolio, the total

Using the Sharpe single-index model with a random portfolio of U.S. common stocks, as one increases the number of stocks in the portfolio, the total risk of the portfolio will:

a. approach zero.

b. approach the portfolio's systematic risk.

c. approach the portfolio's non-systematic risk.

d. not be affected.

Brief explanations are welcome.

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