Multiple Choice
According to the CAPM, which of the following is not a true statement regarding the market portfolio.
A) All securities in the market portfolio are held in proportion to their market values.
B) It includes all risky assets in the world, including human capital.
C) It is always the minimum-variance portfolio on the efficient frontier.
D) It lies on the efficient frontier.
Correct Answer:
Verified
Correct Answer:
Verified
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