Which Statement Is Not True Regarding the Market Portfolio

question 30

Multiple Choice

Which statement is not true regarding the market portfolio?

• A)It includes all publicly traded financial assets.
• B)It lies on the efficient frontier.
• C)All securities in the market portfolio are held in proportion to their market values.
• D)It is the tangency point between the capital market line and the indifference curve.
• E)All of the above are true.

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