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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 market
The amount that an investor allocates to the market portfolio in the capital allocation problem is positively related to
1. The expected return on market portfolio
2. The investor's risk aversion coefficient
3. The risk-free rate of return
4. The variance of the market portfolio
A. 1, 3,4
B. 2,3,4
C. 1 only
D. 1 and 3
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