active share

The level of active risk will rise with an increase in idiosyncratic volatility.The active risk attributed to Active Share will be smaller in more diversified portfolios. If the factor exposure is fully neutralized, the Active Share will be entirely attributed to the active risk. 题目就是这三句话哪个错。 李老师上课讲过，按照他那个股票和相关性两方面我大概理解了，但是解析里面这个画线的我实在没法理解。如果和benchmark出现严重偏离，那么idiosyscratic risk怎么会低呢？