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In the context of the CAPM, which of the following is true about the market portfolio? A ) It has the minimum variance of all
In the context of the CAPM, which of the following is true about the market portfolio?
A It has the minimum variance of all portfolios on the efficient frontier.
B It consists of the equalweighted portfolio of all assets in the economy.
C It has the highest possible Sharpe ratio of any asset or portfolio.
D None of the above answers is correct.
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