Which of the following statements about the Sharpe Ratio is false?
　　A. The Sharpe Ratio considers both the systematic and unsystematic risks of a portfolio.
　　B. The Sharpe Ratio is equal to the excess return of a portfolio over the risk-free rate divided by the total risk of the portfolio.
　　C. The Sharpe Ratio cannot be used to *uate relative performance of undiversified portfolios.
　　D. The Sharpe Ratio is derived from the Capital Market Line.
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