In a simple CAPM world which of the following statements is…

In a simple CAPM world which of the following statements is (are) correct?I. All investors will choose to hold the market portfolio, which includes all risky assets in the world.II. Investors’ complete portfolio will vary depending on their risk aversion.III. The return per unit of systematic risk will be identical for all individual assets.IV. The market portfolio will be on the efficient frontier, and it will be the optimal risky portfolio. 

The optimal risky portfolio can be identified by finding ___…

The optimal risky portfolio can be identified by finding ____________.I. the minimum variance point on the efficient frontierII. the maximum return security  III. the tangency point of the capital market line and the efficient frontierIV. the line with the steepest slope that connects the risk free rate to the efficient frontier