Which of the following are assumptions of the simple CAPM model?

I. All investors have a different level of risk aversion.

II. Individual trades of investors are just price takers.

III. All investors plan for one identical holding period.

IV. All investors have a homogeneous expectation on security returns and risk.

Group of answer choices

A. I, II, III, and IV

B. I, II, and IV only

C, II, III, and IV only

D. I, II, and III only