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Which one of the following statements is not correct? A. The systematic risk can't be...

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Which one of the following statements is not correct? A. The systematic risk can't be negative. B. An investor is rewarded for assuming unsystematic risk. C. Eliminating unsystematic risk is the responsibility of the individual investor. D. An increase in the portfolio beta can increase the portfolio expected rate of return O E. reducing the number of stocks held in the portfolio will increase unsystematic risk

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