NO.PZ2015121802000034
问题如下：
As the number of stocks in a portfolio increases, the portfolio's systematic risk:
选项：
A.
can increase or decrease.
B.
decreases at a decreasing rate.
C.
decreases at an increasing rate.
解释：
A is correct.
When the number of the sotcks in a portfolio increases, unsystematic risk will decrease at a decreasing rate. However, the portfolio's systematic risk will be decreased by adding lower-beta stocks or increased by adding higher-beta stocks.
如果题干问的是总体风险，是不是升降也不一定？要看各股票直接的相关系数，对么？
