问题
单项选择题
A portfolio manager is constructing a new equity portfolio consisting of a large number of domestic stocks. As the number of stocks in the portfolio increases, what happens to the systematic and unsystematic risk Systematic RiskUnsystematic Risk（）
A. Increases Remains the same
B. Remains the same Decreases
C. Remains the same Increases
答案
参考答案：B
解析：
As securities are added to a portfolio, the diversifiable (unsystematic) risk decreases and the nondiversifiable (systematic) risk remains the same.