Which statement is FALSE?

		A risk premium is the extra compensation paid to an investor who invests in a risky asset rather than in a risk-free asset.
		Correlation coefficient of zero provides the greatest diversification benefit.
		Systematic risk remains constant regardless of the number of securities held in a portfolio.
		Correlation is the extent to which the returns on two assets move together.
		If two assets have a zero correlation, their returns will move randomly and independently of each other.