Question: Question 9 [2 points] Under CAPM, more risk-averse individuals hold a portfolio of risky assets that is tilted toward stocks with low covariance risk relative

Question 9 [2 points]

Under CAPM, more risk-averse individuals hold a portfolio of risky assets that is tilted toward stocks with low covariance risk relative to the portfolio of risky assets held by less risk-averse individuals.

I.True

II. False

III.Uncertain

Why?

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