Given an Optimal Risky Portfolio with Expected Return of 16

question 72

Multiple Choice

Given an optimal risky portfolio with expected return of 16% and standard deviation of 20% and a risk-free rate of 4%, what is the slope of the best feasible CAL

• A)0.60
• B)0.14
• C)0.08
• D)0.36
• E)0.31

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