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11. Consider two risk-averse investors in a CAPM world. The investor who is more risk averse 0/36 Will hold a greater percentage of her wealth
11. Consider two risk-averse investors in a CAPM world. The investor who is more risk averse 0/36 Will hold a greater percentage of her wealth in the market portfolio A B 0/36 Will definitely hold a negative position in the market portfolio 7/36 Will definitely hold a positive position in the risk-free asset D 10/36 None of the above
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