Question: D Question 3 1 pts Which statement is true regarding the market portfolio under the CAPM? It does not necessarily lie on the efficient frontier.

D Question 3 1 pts Which statement is true regarding the market portfolio under the CAPM? It does not necessarily lie on the efficient frontier. 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 includes all publicly-traded financial assets

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