Which of the Following Statements Is False

Multiple Choice

Which of the following statements is false?

A) A market index reports the value of a particular portfolio of securities.
B) The S&P/TSX Composite Index is the standard portfolio used to represent "the market" when using the CAPM in practice.
C) Even though the S&P/TSX Composite Index includes only 244 Canadian stocks, it represents about 95% of the Canadian stock market in terms of market capitalization.
D) The S&P/TSX Composite Index is an equal-weighted portfolio of the largest Canadian stocks.