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Which of the following is false? Multiple Choice Market risk = non-diversifiable risk + asset-specific risk. Announcement = expected part + surprise. Total return =

Which of the following is false?

Multiple Choice

  • Market risk = non-diversifiable risk + asset-specific risk.

  • Announcement = expected part + surprise.

  • Total return = expected return + unexpected return.

  • Total risk = systematic risk + unsystematic risk.

  • Total risk = market risk + unique risk.

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