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A linear programming model would NOT include which of the following items?
Systematic Risk
The inherent risk that affects the entire market or economy, and cannot be avoided through diversification.
Unsystematic Risk
The danger linked to a particular business or sector, which can be lessened by spreading investments across different areas.
Well-Diversified Portfolio
A collection of investments across various asset classes and industries intended to reduce risk through the principle of diversification.
Historical Relationship
A reference to the way entities or variables have interacted or correlated with one another in the past.
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