The amount that an investor allocates to the market portfolio is negatively related to
I.The expected return on the market portfolio.
II.The investor's risk aversion coefficient.
III.The risk-free rate of return.
IV.The variance of the market portfolio
A) I and II
B) II and III
C) II and IV
D) II, III, and IV
E) I,III,and IV
Correct Answer:
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