If the Market Portfolio Has an Expected Return of 0

question 76

Multiple Choice

If the market portfolio has an expected return of 0.12 and a standard deviation of 0.40,and the risk-free rate is 0.04,what is the slope of the security market line?

• A) 0.08
• B) 0.20
• C) 0.04
• D) 0.12

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