问题
单项选择题
ff the number of stocks in the portfolio increases, what is the effect on systematic and unsystematic risk Systematic Risk Unsystematic Risk （）①A. Decreases Decreases②B. Remains constant Increases③C. Remains constant Decreases
A. ①
B. ②
C. ③
答案
参考答案：C
解析：
When you increase the number of the stocks in a portfolio, the unsystematic risk fails and the systematic risk remains constant. The total risk falls toward the level of market risk(systematic risk).