Business, 25.12.2019 00:31, reynellemt

The addition of a risky security to a fully diversified portfolio: a. may or may not affect the portfolio beta. b. will increase the unsystematic risk of the portfolio. c. must increase the portfolio beta. d. must decrease the portfolio's expected return. e. will have no effect on the portfolio beta or its expected return.

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The addition of a risky security to a fully diversified portfolio: a. may or may not affect the por...