In a CAPM world where an investor allocates money between T-bills and the market portfolio, the proportion allocated to the market portfolio is negatively related to 1) the expected return on the market portfolio. II) the investor's index of risk aversion. III) the risk-free rate of return. IV) the variance of the market portfolio. V) the dividend yield of the stocks in the market portfolio. VI) the maturity of the risky bonds in the market portfolio. (Choose which of these six items are correct.) Select one: O a. I), II), and III) O b. II), III), and VI) c. I), III), and V) d. II), III), and IV) e. III), IV), and V)