Question: Question 5 1 pts In a simple CAPM world which of the following statements is ( are ) correct? All investors will choose to hold
Question
pts
In a simple CAPM world which of the following statements is are correct?
All investors will choose to hold the market portfolio, which includes all risky wots in the world.
II The market portfolio will be on the efficient frontier, and it will be the optimal risky portfolio.
III. Investors' complete portfolio will vary depending on their risk aversion.
IV The return per unit of systematic risk will be identical for all individual awets.
III, III, and IV
ili and IV only
II and III only
II III, and IV only
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