Under the CAPM, the following are true: I. The true Market Portfolio is composed of all traded and non-traded assets in the world II. The true Market Portfolio is represented by the Standard & Poor's 50o0 Stock Index III. The true Market Portfolio is perfectly correlated with the Standard & Poor's 500 Stock Index IV. The Market Portfolio and the Tangency Portfolio are one and the same Select one: a. I only b. Il only c. I and III d. I and IV Under the CAPM, the following are true: I. The true Market Portfolio is composed of all traded and non-traded assets in the world II. The true Market Portfolio is represented by the Standard & Poor's 50o0 Stock Index III. The true Market Portfolio is perfectly correlated with the Standard & Poor's 500 Stock Index IV. The Market Portfolio and the Tangency Portfolio are one and the same Select one: a. I only b. Il only c. I and III d. I and IV