问题
单项选择题
Which of the following statements about the market portfolio and the capital market line (CML) is least accurate The market portfolio:（）
A. assumes an equal amount is invested in each risky asset.
B. is perfectly positively correlated with other portfolios on the CML.
C. allows the elimination of all unsystematic risk at every point along the CML.
答案
参考答案：A
解析：
[分析]： 市场组合包含所有类型的风险资产，各种风险资产在市场组合中所占的比重等于其市场价值占整个市场组合市场价值的百分比。举例来说，假设某风险资产的市场价值为3亿美元，而市场组合的市场价值为100亿美元，则该风险资产在市场组合中所占的比重就是3%。 [考点] 市场组合的含义与理论价值