Given an Optimal Risky Portfolio with Expected Return of 6

question 25

Multiple Choice

Given an optimal risky portfolio with expected return of 6%, standard deviation of 23%, and a risk free rate of 3%, what is the slope of the best feasible CAL?

• A) 0.64
• B) 0.39
• C) 0.08
• D) 0.13
• E) 0.36

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Definitions:

Megakaryocytes

Large bone marrow cells responsible for the production of blood thrombocytes (platelets).

Capillary Tube

A thin tube used in medical and scientific applications to hold and transfer small amounts of fluid.

Hematocrit

The ratio of the volume of red blood cells to the total volume of blood.