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单项选择题

A portfolio manager adds a new stock that has the same standard deviation of returns as the existing portfolio but has a correlation coefficient with the existing portfolio that is less than +1. Adding this stock will have what effect on the standard deviation of the revised portfolio’s returns The standard deviation will:

A. increase.
B. remain unchanged.
C. decrease.
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单项选择题Which of the following statements about systematic and unsystematic risk is FALSE

A. As an investor increases the number of stocks in a portfolio, the systematic risk will remain constant.
B. Total risk equals market risk plus firm-specific risk.
C. The unsystematic risk for a specific firm is similar to the unsystematic risk for other firms in the same industry.

单项选择题Which of the following statements about portfolio risk is true

A. In the absence of perfectly positive correlation, a portfolio will always have lower risk than the average risk of the component assets.
B. In the absence of perfectly positive correlation, a portfolio will always have lower risk than the risk of each of the component assets.
C. In the absence of perfectly negative correlation, a portfolio will always have lower risk than the average risk of the component assets.