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Which of the Following Statements Is FALSE

Question 85

Multiple Choice

Which of the following statements is FALSE?


A) Fluctuations of a share's returns that are due to firm-specific news are common risks.
B) The volatility in a large portfolio will decline until only the systematic risk remains.
C) The risk premium of a security is determined by its systematic risk and does not depend on its diversifiable risk.
D) When we combine many shares in a large portfolio, the firm-specific risks for each share will average out and be diversified.

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