Which of the following statements is false?
A) Total risk = market risk + unique risk.
B) Total risk = systematic risk + unsystematic risk.
C) Market risk = non-diversifiable risk + asset-specific risk.
D) Announcement = expected part + surprise.
E) Total return = expected return + unexpected return.

Question

Quizplus · Accepted Answer

Market risk is synonymous with systematic or non-diversifiable risk and does not include asset-specific risk, which is a component of unique or unsystematic risk.

Which of the Following Statements Is False