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Which of the following statements is FALSE? O a. Systematic risk cannot be eliminated through...

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Accounting

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Which of the following statements is FALSE? O a. Systematic risk cannot be eliminated through diversification. O b. Coefficient correlation shows a weaker relationship between the returns of two securities when its absolute value is closer to 0. O c. If assets are perfectly negatively correlated, the portfolio risk will equal the weighted average of its constituent securities. O d. Most of unsystematic risk can be eliminated through diversification. oe. The standard deviation is not the only measure of risk

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