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-All investors optimize their portfolios -All investors use the same list of inputs (expected return and expected risk) for the borders of their effective portfolios
-All investors optimize their portfolios -All investors use the same list of inputs (expected return and expected risk) for the borders of their effective portfolios - Use the same zero risk interest rate, tangent CAL and equally risky portfolio (the market portfolio). Whether or not the above hypotheses are related to high liquidity (volume trading) in stock exchanges?
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