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The amount that an investor allocates to the market portfolio in the capital allocation problem is positively related to 1. The expected return on the

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The amount that an investor allocates to the market portfolio in the capital allocation problem is positively related to 1. The expected return on the market portfolio 11. The investor's risk aversion coefficient III. The risk-free rate of return. IV. The variance of the market portfolio O II, III, and IV. I only. I, III and IV. O I and

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