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.