Question: The Capital Market Line describes the relationship between expected return and portfolio standard deviation for efficient portfolios. According to the Capital Market Line, all investors

The Capital Market Line describes the relationship between expected return and portfolio standard deviation for efficient portfolios. According to the Capital Market Line, all investors are holding what portfolio?

A.

Zero beta portfolio

B.

Market portfolio

C.

Minimum variance portfolio

D.

Minimum beta portfolio

E.

The average portfolio

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