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Which statement is TRUE regarding diversification? The greater the systematic risk, the greater the return required by the investor. The greater the diversifiable risk, the

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Which statement is TRUE regarding diversification? The greater the systematic risk, the greater the return required by the investor. The greater the diversifiable risk, the greater the return required by the investor. We are able to remove all systematic risk if enough stocks are added to a portfolio. Systematic risk is diversifiable. None of the above

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