单选题
A portfolio manager is constructing a new equity portfolio consisting of a large number of domestic stocks. As the number of stocks in the portfolio increases, what happens to the systematic and unsystematic risk? Systematic Risk Unsystematic Risk A. Increases Remains the same B. Remains the same Decreases C. Remains the same Increases
【正确答案】
B
【答案解析】As securities are added to a portfolio, the diversifiable (unsystematic) risk decreases and the nondiversifiable (systematic) risk remains the same.