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Assuming the three assumptions behind the development of the Capital Asset Pricing Model then which statement below is true A ) There is one risky

Assuming the three assumptions behind the development of the Capital Asset Pricing Model then which statement below is true
A) There is one risky portfolio that all investors will hold and that portfolio is the market portfolio
B) Assuming w is the percentage of money invested in the market portfolio, then if you want more risk than the market portfolio, w >1
C) Assuming w is the percentage of money invested in the market portfolio, then if you want less risk than the market portfolio, w <1
D) All of the above statements are true

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