Which of the following statements regarding non-systematic risk, systematic risk and total risk is/are true? Select one or more: a. As the number of assets within a portfolio increases, the total risk of a portfolio will go to zero. b. A riskfree asset must have zero non-systematic risk. c. A well diversified portfolio must have zero systematic risk d. Under the Capital Asset Pricing Model (CAPM).an asset with zero systematic risk must have expected return equal to the riskfree rate.

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