If the market portfolio is mean-variance efficient, it has the lowest risk for a given level of return among the attainable set of portfolios.
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Q10: Beta can be thought of as indexing
Q11: The only way to estimate a beta
Q12: CAPM states that only the overall market
Q13: CML can be applied only to portfolio
Q14: Because the market portfolio is reasonable in
Q16: There can be only one zero-beta portfolio.
Q17: The CAPM can also be illustrated as
Q18: The existence of transaction costs indicates that
Q19: Fama and French suggest a four-factor model
Q20: Securities with returns that lie below the
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