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Which combination of the following statements about investment risk is correct? Beta is a measure of a systemic, non - diversifiable risk Rational investors will
Which combination of the following statements about investment risk is correct?
Beta is a measure of a systemic, nondiversifiable risk
Rational investors will form portfolios to eliminate systemic risk
Rational investors will form protfolios and eliminate unsystemic risk
Systemic risk is the relevant risk for a welldiversified portfolio
Beta captures all the risk inherent in an individual security
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