Question: True or False. Please also give me a reason why it is True or False. Much appreciated and I will upvote/like. In the presence of
True or False. Please also give me a reason why it is True or False. Much appreciated and I will upvote/like.

In the presence of diversification benefits, when we combine two assets together into a portfolio, the systematic risk of the portfolio will be less than the weighted average systematic risk of the individual assets in the portfolio
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