Assume that the CAPM is true, RF = 5%. RM = 15% and 0M = 0.1. An investor with $10,000 to invest builds a portfolio, Q, of Tbills and the market portfolio. This means that a) it would be possible for the investor to obtain a return of 17% on portfolio Q. b) if portfolio Q were composed of short-selling $2,000 in T-bills and the remainder is the market portfolio, then pQM = 1, [3Q = 1.2 and 0Q = 0.12. to obtain a return of 17% from portfolio Q the investor would need to invest $12,000 in the market portfolio. all of the above are true. only a) and b) above are true