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You have developed the following data to examine the impact of portfolio diversification. Which scenario seems to be out of place? # of stocks in

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You have developed the following data to examine the impact of portfolio diversification. Which scenario seems to be out of place? # of stocks in the portfolio 2 stocks 20 stocks 30 stocks 60 stocks 100 stocks Diversifiable Risk 0.15 0.13 0.11 0.08 0.14 Market Risk 0.20 0.20 0.20 0.20 0.20 Select one: O a. M O d. P

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