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QUESTION 10 Which one of the following assertions about statements 1 and 2 is true?...

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QUESTION 10 Which one of the following assertions about statements 1 and 2 is true? Statement 1: On a given day, the systematic portion of a well-diversified portfolio's unexpected return would likely be zero. Statement 2: On a given day, the unsystematic portion of a well-diversified portfolio's unexpected return would likely be zero. a. Statement 1 is true and statement 2 is true b. Statement 1 is true and statement 2 is false c. Statement 1 is false and statement 2 is true d. Statement 1 is false and statement 2 is false

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