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[单选题]Which statement is not true regarding the market portfolio? ()1CM答案窝(daanwo.com)-大学生作业答案及考资分享平台
AIt includes all publicly-traded financial assets.1CM答案窝(daanwo.com)-大学生作业答案及考资分享平台
BIt lies on the efficient frontier.1CM答案窝(daanwo.com)-大学生作业答案及考资分享平台
CAll securities in the market portfolio are held in proportion to their market values.1CM答案窝(daanwo.com)-大学生作业答案及考资分享平台
DIt is the tangency point between the capital market line and the indifference curve.1CM答案窝(daanwo.com)-大学生作业答案及考资分享平台
EAll of the options are true.
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