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According to capital market theory, which of the following represents the risky portfolio that should be held by all investors who desire to hold risky assets? A. Any point on the efficient frontier and to the left of the point of tangency between the CML and the efficient frontier. B. Any point on the efficient frontier and to the right of the point of tangency between the CML and the efficient frontier. C. The point of tangency between the capital market line (CML) and the efficient frontier. |