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According to the CAPM, which of the following is nota true statement regarding the market portfolio.A) All securities in the market portfolio are held in
According to the CAPM, which of the following is nota true statement regarding the market portfolio.A) All securities in the market portfolio are held in proportion to their market values.B) Securities with higher betas have higher expected returns.C) It lies on the efficient frontier.D) It is always the minimum-variance portfolio on the efficient frontier.
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