Question: 0.6 polf QUESTION 2 In a simple CAPM world which of the following statements is (are) correct? 1. All investors will choose to hold the

 0.6 polf QUESTION 2 In a simple CAPM world which of

0.6 polf QUESTION 2 In a simple CAPM world which of the following statements is (are) correct? 1. All investors will choose to hold the market portfolio, which includes all risky assets in the world. II. Investors' complete portfolios do not depend on their risk aversion III. All individual assets are below the Capital Market Line. IV. The market portfolio will be on the efficient frontier, and it will be the optimal risky portfolio O I, III, and IV only O I, II, III, and IV O I, II and III only O I, II, and IV only

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