Systemic risk can be diversified away

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1. Non-systemic (or idiosyncratic or company-specific risk) can be diversified away

True

False

2. Systemic risk can be diversified away

True

False

3. The standard deviation of a portfolio is the weighted average of the individual standard deviations

True

False

4. The Beta of a portfolio is the weighted average of the individual Betas

True

False

Reference no: EM131852867

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