Question: Which statement is not true regarding the market portfolio? Group of answer choicesIt includes all publicly traded financial assets. All of the above are true.

Which statement is not true regarding the market portfolio?
Group of answer choicesIt includes all publicly traded financial assets.
All of the above are true.
All securities in the market portfolio are held in proportion to their market values.
It is the tangency point between the capital market line and the indifference curve.
It lies on the efficient frontier.

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