Which of the following are assumptions of the simple CAPM model?
I. Individual trades of investors do not affect a stock's price.
II. All investors plan for one identical holding period.
III. All investors analyze securities in the same way and share the same economic view of the world.
IV. All investors have the same level of risk aversion.

A) I, II, and IV only
B) I, II, and III only
C) II, III, and IV only
D) I, II, III, and IV

I is an assumption of the efficient markets hypothesis, not the CAPM. II is an assumption of the CAPM, as it assumes all investors plan for the same holding period. III is also an assumption of the CAPM, as it assumes all investors analyze securities in the same way and share the same economic view of the world. IV is an assumption of the CAPM, as it assumes all investors have the same level of risk aversion. Therefore, choices II, III, and IV are assumptions of the simple CAPM model.