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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. 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
It includes all risky assets traded in the market
Market portfolio consists of all tradable assets on the market. It has a beta of 1 and it doesn't lie on the efficient frontier.
