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Which of the following is true about diversification? a. There is a large portion of unsystematic risk in a well diversified portfolio b. Beta is

Which of the following is true about diversification?

a.

There is a large portion of unsystematic risk in a well diversified portfolio

b.

Beta is a measure of systematic risk

c.

Portfolio diversification is the investment in several but same asset classes or sectors/industry

d.

The expected return on a risky asset depends on that assets unsystematic risk

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