3975

答案和详解如下：

7、Correct answer is C

"An Introduction to Asset Pricing Models," Frank K. Reilly and Keith C. Brown

2008 Modular Level I, Vol. 4, pp. 259-261

Study Session 12-51-c

define systematic and unsystematic risk and explain why an investor should not expect to receive additional return for assuming unsystematic risk

Systematic (market-related) risk cannot be eliminated by diversification. Unsystematic (unique, company-specific) risk can be reduced by diversification. Diversification benefits will occur any time security returns have less than perfect positive correlations.