Which one of the following statements about a portfolio is FALSE?

Group of answer choices

The total risk of the portfolio can be decomposed into systematic risk and unsystematic risk.

As you add more risky assets into your portfolio, the total risk of the portfolio is reduced at an increasing rate.

No matter how many risky assets you include in your portfolio, you can never eliminate all the return volatility of the portfolio.

A portfolio that includes all the risky assets in the market is called the market portfolio.