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Which of the following statements is FALSE? O a. Most of unsystematic risk can be...

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Which of the following statements is FALSE? O a. Most of unsystematic risk can be eliminated through diversification O b. Coefficient correlation shows a weaker relationship between the returns of two securities when its absolute value is closer to 0. O c. The standard deviation is not the only measure of risk O d. Systematic risk cannot be eliminated through diversification. O e. If assets are perfectly negatively correlated, the portfolio risk will equal the weighted average of its constituent securities

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