As the number of stocks in a portfolio increases, the portfolios systematic risk:
A. Can increase or decrease.
B. Decreases at a decreasing rate.
C. Decreases at an increasing rate.
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Which of the following asset classes has historically had the highest returns and standard deviation？
A. Small-cap stocks.
B. Large-cap stocks.
C. Long-term corporate bonds.
Portfolio diversification is least likely to protect against losses:
A. During severe market turmoil.
B. When markets are operating normally.
C. When the portfolio securities have low return correlation.
According to Markowitz portfolio theory:
A. Combining any two risky assets in a portfolio will reduce unsystematic risk compared to a portfolio holding only one of the two risky assets.
B. Adding a risky stock to a （less risky） bond portfolio can decrease portfolio risk.
C. A portfolio with the minimum risk for its level of expected return lies on the efficient frontier.
Total risk equals:
A. Unique plus diversifiable risk.
B. Market plus nondiversifiable risk.
C. Systematic plus unsystematic risk.
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