问题如下：
Which of the following statements about the capital market theory is correct?
选项：
A. The average beta of all assets in the market is less than 1.0.
B. The average beta of all assets in the market is equal to 1.0.
C. The average beta of all assets in the market is greater than 1.0.
解释：
B is correct.
With respect to capital market theory, all assets' average beta in the market is equal to 1.0.
应该是所有风险资产的组合，beta才等于1吧？这里说的是所有资产，那当然也包括无风险资产，无风险资产的引入势必让beta小于1才对吧？
