Which one of the following statement is false about the market portfolio? Question 3 options:...

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Finance

Which one of the following statement is false about the market portfolio?

Question 3 options:

The market portfolios expected return rate is the E(rm) in CAPM.

The market portfolios beta is one.

The market portfolio is the optimal risky portfolio on the efficient frontier.

The market portfolio holds each security in proportion to its price.

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