Which of the Following Statements Is False

Multiple Choice

Which of the following statements is false?

A) most mutual fund shares are traded on the New York Stock Exchange.An expected news event should have a large effect on asset prices in an efficient market.
B) mutual funds hold assets in the form of corporate and government securities in excess of $2 trillion.if a market is semi-strong efficient it is also weak-form efficient.
C) the total risk of an asset directly affects the market's return expectations for that asset.
D) all of the above statements are false.