Question
Which statement is true regarding the market portfolio under the CAPM? Group of answer choices It has the lowest variance among all available risky combinations.
Which statement is true regarding the market portfolio under the CAPM?
Group of answer choices
It has the lowest variance among all available risky combinations.
Some investors with low levels of risk-aversion does not hold the market portfolio.
It lies on the efficient frontier.
It excludes the stocks with low returns and high risks..
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Investments An Introduction
Authors: Herbert B Mayo
11th Edition
1133936520, 9781133936527
