According to the mean variance portfolio theory, every investor should:

A$.$ Purchase every asset in the market portfolio to make the fund of risky assets to be held with

the risk free asset

B$.$ Purchase every asset in the market portfolio in proportion to the capital weight of the asset

in the market portfolio

C$.$ Purchase the risk free asset in proportion to the capital weight of such asset in the market

portfolio

D$.$ Purchase each asset in the market portfolio irrespectively of the market capitalization