单选题
Which of the following statements about risk is TRUE? A. Systematic risk=Total risk + Unsystematic risk. B. Unsystematic risk is an undiversifiable risk. C. The market portfolio consists only of systematic risk.
【正确答案】
C
【答案解析】Unsystematic risk is diversifiable risk. Systematic risk is undiversifiable risk. Total risk=Systematic risk+Unsystematic risk.