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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 Diversifiable Market the portfolio Risk Risk L. 2 stocks 0.15 0.20 M. 20 stocks 0.13 0.20 N. 30 stocks 0.11 0.20 0.60 stocks 0.08 0.20 P. 100 stocks 0.14 0.20 Select one: a. N b. M c. Ox d. P e. L

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