单选题
Which of the following statements about systematic and unsystematic
risk is FALSE?
A. As an investor increases the number of stocks in a portfolio, the
systematic risk will remain constant.
B. Total risk equals market risk plus firm-specific risk.
C. The unsystematic risk for a specific firm is similar to the unsystematic
risk for other firms in the same industry.
【正确答案】
C
【答案解析】This statement should read, "The unsystematic risk for a specific firm is not similar to the unsystematic risk for other firms in the same industry. " Thus, other terms for this risk are firm-specific, or unique risk.