发布时间:2023-07-19 17:08编辑:融跃教育FRM
Which of the following statements about risk is FALSE?
A. The market portfolio consists only of systematic risk
B. Total risk = systematic risk - unsystematic risk
C. Unsystematic risk is diversifiable risk
D. Systematic risk is undiversifiable risk
答案:B
解析:Total risk = systematic risk + unsystematic risk
关联考点:风险定义和分类
易错点分析:
1.这道题是让选择错误的选项,而不是正确的选项.
2.A选项中的市场组合中仅仅包含了系统性风险,也即市场组合中的非系统性风险已经全部被分散掉了。
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