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Which of the following is true? a. Investors should not be compensated for bearing nondiversifiable risk. b. All of the answers are correct. c. Beta

Which of the following is true?

a.

Investors should not be compensated for bearing nondiversifiable risk.

b.

All of the answers are correct.

c.

Beta is a measure of the nonsystematic risk of an asset.

d.

A stocks nonsystematic risk can be diversified away by adding it to a portfolio.

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