question 1 Which of the following statements is MOST ACCURATE? (a) Systematic risk may be diversified away if you invest

[answerhappygod]

question 1
Which of the following statements is MOST ACCURATE?
(a) Systematic risk may be diversified away if you invest acrossasset classes.(b) Idiosyncratic risk may be diversified away if you invest acrossasset classes.(c) Neither systematic risk nor idiosyncratic risk can bediversified away.(d) Stocks with a high book-to-market (B/M) ratio are more affectedby idiosyncratic risk. (e) Both (A) and (B).
Directions: This is a multiple choice question.
Question 2
[5 points]
For this question, refer to the Excel file with the tab"Question 16." This tab contains the daily closing prices forAmazon and the data sample is from January 3, 2022 until June 30,2022.
The skewness of Amazon's returns for the available sample rangeis _________.
In your answer, round off to two decimal places. For example,2.94516 can be rounded off to 2.95.
Directions: This is a fill in the blank question. Round off totwo decimal places.