问题
单项选择题
An analyst does research about portfolio management. Which of the following statements is Least accurate when an investor diversifies a portfolio（）
A. Systematic risk is eliminated.
B. The variance of the portfolio declines.
C. The portfolio will have a higher correlation with the market portfolio.
答案
参考答案：A
解析：
分散化投资可以减少非系统性风险，但无法减少系统性风险，同时组合的方差会降低，另外投资越分散，该组合与市场组合的表现越接近。