Question: Select one please. 4 Moving to another question will save this response. Question 34 By holding a portfolio of more than 20 stocks, this portfolio

Select one please.
4 Moving to another question will save this response. Question 34 By holding a portfolio of more than 20 stocks, this portfolio can have: Higher specific risk than the stock with the highest specific risk in this portfolio Higher expected return than the stock with the highest expected return in this portfolio Lower total risk than the stock with the lowest standard deviation in this portfolio Lower systematic risk than the stock with the lowest beta in this portfolio
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