Would a believer in the capital asset pricing model (CAPM) be more inclined to invest in an

Question:

Would a believer in the (CAPM) be more inclined to invest in an index fund?

Capital Asset Pricing Model
The Capital Asset Pricing Model (CAPM) describes the relationship between systematic risk and expected return for assets, particularly stocks. The CAPM is a model for pricing an individual security or portfolio. For individual securities, we make use of the security market line (SML) and its...