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Homework answers / question archive / Which of the following is not a true statement regarding the market portfolio? A

Which of the following is not a true statement regarding the market portfolio? A

Finance

Which of the following is not a true statement regarding the market portfolio?

A. It has a beta of zero.

B. It is the tangency portfolio

C. It lies on the efficient frontier

D. It includes all risky assets traded in the market

Option 1

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