Which of the following statements about risk is FALSE?
A. The market portfolio consists only of systematic risk
B. Total risk = systematic risk - unsystematic risk
C. Unsystematic risk is diversifiable risk
D. Systematic risk is undiversifiable risk
答案：B
解析：Total risk = systematic risk + unsystematic risk
关联考点：风险定义和分类
易错点分析：
1.这道题是让选择错误的选项，而不是正确的选项.
2.A选项中的市场组合中仅仅包含了系统性风险，也即市场组合中的非系统性风险已经全部被分散掉了。
