Under the assumptions of CAPM, the market risk premium is set to fairly compensate an investor with the average level of risk version (the average investor). What should an investor with a lower than average level of risk aversion do? A. Have a lower than 100% weight in the market portfolio 1. Have a higher than 100% weight in the market portfolio, financed by borrowing at the risk-free taste C. Have a ligher weight in the market portfolio compared to the weight allocated to the market portfolio by the average investor and are both connect