Capital asset pricing model

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Which statement about the capital asset pricing model is correct?

a. Less risk averse investors' Sharpe ratios are larger than more risk averse investors' Sharpe ratios.

b. The best combination of the risk-free asset and the market portfolio is tangent to the efficient frontier of risky securities.

c. SML is the collection of investors' equilibrium portfolios.

d. All of the options are correct.

e. CML is the collection of investors' equilibrium portfolios.

Reference no: EM133110381

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