Multiple ChoicMultiple Select Question Select all that apply For the CAPM conclusion, that all investors will hold the market portfolio, the following assumptions must be true: Multiple select question. All investors must have the same risk tolerance. All investors experience identical returns from identical securities. All investors have different return expectations for each security. All investors have the same time horizon. All investors must use mean-variance analysis.e Question A Multiple Choice Question According to the CAPM, there is no reward for bearing firm-specific risk when Blank______ is zero. Multiple choice question. the risk-free rate a portfolio beta alphaccording to the CAPM, there is no reward for bearing firm-specific risk when Blank______ is zero. Multiple choice question. alpha a portfolio beta the risk-free rate