Which of the following is TRUE concerning diversification? Assume being considered for selection into a portfolio are not perfectly positively The risk of the portfolio is certain to be increased as securities are As more securities are added to the portfolio, the market risk of the If you hold more than 100 securities, then the portfolio is risk-free. As more and more securities are added to the portfolio, the level of systematic risk in the market. Which of the following is true regarding the beta coefficient in the capital Model (CAPM)? It is a measure of unsystematic risk. A beta greater than one represents lower systematic risk than the Generally speaking, the higher the beta the higher the expected return A beta of one indicates an asset is totally risk-free. The linear relation between an asset's expected return and its beta Reward to risk ratio Portfolio weight Portfolio risk Security market line (SML)