According to the CAPM, what assets are included in the market portfolio, and what are the relative

Question:

According to the CAPM, what assets are included in the market and what are the relative weightings? In empirical studies of the CAPM, what are the typical proxies used for the market Assuming that the empirical proxy for the market is not a good proxy, what factors related to the CAPM will be affected?

Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...