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Which of the following is true of unsystematic risk? a.) It is unaffected by the level of diversification within a portfolio. b.) It is more

Which of the following is true ofunsystematicrisk?

  • a.)
  • It is unaffected by the level of diversification within a portfolio.
  • b.)
  • It is more tightly linked to the market as a whole than systematic risk.
  • c.)
  • It can be minimized when investment correlations are at zero or even slightly positive.
  • d.)
  • It is also known as non-diversifiable risk.

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