Given an Optimal Risky Portfolio with Expected Return of 16

question 52

Multiple Choice

Given an optimal risky portfolio with expected return of 16%, 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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Definitions:

Cytotoxic T Cells

A type of white blood cell that plays a key role in the immune system by directly killing infected or cancerous cells.

Active Against Viruses

Refers to substances or agents that have the ability to inhibit the replication or effect of viruses, contributing to antiviral treatment.

Cancer

is a disease characterized by the uncontrolled division of abnormal cells in a part of the body, leading to tumor growth and potential spread to other parts.

Memory Cells

Immune cells that remember past infections and can quickly respond to subsequent exposures to the same pathogen.