Performance and Risk: Miscellaneous Which of the following is false? The most common stock market return (based on data presented in class) ranges between 0 to 10%. but it occurs infrequently (way less than 50% of the time) O The Dow Jones Industrial Average (DJIA) index is a price-weighted index The nice thing about an index is that there are always all of the same companies in it each year O If the portfolio's return in the financial sector is 10% and the benchmark's return in the financial sector is 5%, then the selection effect will be positive