The Market Portfolio Is

Multiple Choice

The market portfolio is:

A) a portfolio where the weight on each asset is its market value divided by the market value of all risky assets.
B) a portfolio which is designed to match certain attributes of target portfolios in a given market.
C) a portfolio which includes all risky and risk-free assets in the market.
D) a unique optimal portfolio that gives the highest possible returns for the lowest risk in the market.