单选题 An analyst does research about investment risk. Which of the following statements best describes systematic risk?
A. Total risk.
B. Diversifiable risk.
C. Variability in all risky assets caused by macroeconomic variability.

【正确答案】 C
【答案解析】[解析] 非系统性风险是可分散化的风险。系统性风险是宏观经济等因素对所有风险性资产所造成的风险，是无法分散化的风险。总风险是非系统性风险和系统性风险的总和。