True or False. Briefly explain your answers d) According to the Sharpe-Lintner version of the CAPM (the standard version), the market portfolio is the portfolio of risky assets with the highest possible Sharpe ratio. e) In the absence of arbitrage opportunities, the price of an European put option with a higher exercise price is at least as great as the price of an otherwise identical European put option with a lower exercise price. f) Historically, the data presented in the textbook and during class indicates that the average equity mutual fund holding stocks listed in the United States underperformed the Wilshire 5000 index.