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

Name: 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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The Answer is A

If the Market Portfolio Has an Expected Return of 0