Question: Which of the following statement is false: Diversification will reduce idiosyncratic risk. Unsystematic risk is significantly reduced in large portfolios. Diversification will reduce total risk.

 Which of the following statement is false: Diversification will reduce idiosyncratic

Which of the following statement is false: Diversification will reduce idiosyncratic risk. Unsystematic risk is significantly reduced in large portfolios. Diversification will reduce total risk. Diversification will reduce systematic risk

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