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.

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单项选择题In a two-asset portfolio, reducing the correlation between the two assets moves the efficient frontier in which direction（）

A. The efficient frontier is stable unless return expectations change. If expectations change, the efficient frontier will extend to the upper right with little or no change in risk.
B. The efficient frontier tends to move down and to the left, representing increased risk from negative correlation.
C. The frontier extends to the left, or northwest quadrant representing a reduction in risk while maintaining or enhancing portfolio returns.

单项选择题The manager of the Fullen Balanced Fund is putting together a report that breaks out the percentage of portfolio return that is explained by the target asset allocation, security selection, and tactical variations from the target, respectively. Which of the following sets of numbers was the most likely conclusion for the report（）

A. 90%, 6%,4%.
B. 50%,25%,25%.
C. 33%, 33%, 33%.