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.
老师好，讲义里有这么一个图形，所以我记忆的是系统性风险维持不变。
