All of the Following Questions Remain to Be Answered in the Real

Multiple Choice

All of the following questions remain to be answered in the real world EXCEPT

A) What is a good proxy for the market portfolio?
B) What happens when you cannot borrow or lend at the risk-free rate?
C) How good is the capital asset model as a predictor?
D) What is the beta of the market portfolio of risky assets?
E) What is the stability of beta for individual stocks?