Choose the correct statements considering "classical portfolio theory" and assuming

"all the financial securities follow simple CAPM."

Investors choosing different combinations between the risk$-$free asset and the

optimal risky portfolio should enjoy the same efficiency.

CAPM assumes that the market index is the optimal risky portfolio; thus, the

index$-$tracking strategy is efficient.

All rational risk$-$averse investors prefer the optimal risky portfolio to other risky

portfolios.

Each financial asset should have a different return per unit of beta. Otherwise,

you could arbitrage.

Each financial asset with the same total risk should have an identical required

return.