单选题 The market portfolio is:
  • A. a completely diversified portfolio, which means that most of the risk unique to individual assets in the portfolio is diversified away.
  • B. a portfolio in which both systematic and unsystematic risk has been diversified away.
  • C. a completely diversified portfolio, which means that all the risk unique to individual assets in the portfolio is diversified away.
【正确答案】 C
【答案解析】The market portfolio is a completely diversified portfolio, which means that all the risk unique to individual assets in the portfolio is diversified away.