单选题 An analyst does research about portfolio management. Which of the following statements is Least accurate when an investor diversifies a portfolio?
A. Systematic risk is eliminated.
B. The variance of the portfolio declines.
C. The portfolio will have a higher correlation with the market portfolio.

【正确答案】 A
【答案解析】[解析] 分散化投资可以减少非系统性风险,但无法减少系统性风险,同时组合的方差会降低,另外投资越分散,该组合与市场组合的表现越接近。