Multiple Choice
In a world where the CAPM holds, which one of the following is not a true statement regarding the capital market line?
A) The capital market line always has a positive slope.
B) The capital market line is also called the security market line.
C) The capital market line is the best-attainable capital allocation line.
D) The capital market line is the line from the risk-free rate through the market portfolio.
Correct Answer:
Verified
Correct Answer:
Verified
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