I. II and III Incorrect Question 12 C Which of the following are assumptions of CAPM? 1. There is no tax or transaction cost. 11. All investors share the same one investment horizon. III. All investors have homogeneous capital market expectations. IV. All investors have the same level of risk aversion. 1 1. II, and IV only 11, 11, and IV only 1.1. ill, and IV L. , and ill only Question 13 1/1 pts