You invest $100 in a risky asset with an expected rate of return of 0.11 and a standard deviation of 0.20 and a T-bill with a rate of return of 0.03.
-The slope of the Capital Allocation Line formed with the risky asset and the risk-free asset is equal to
A) 0.47
B) 0.80
C) 2.14
D) 0.40
E) Cannot be determined.
Correct Answer:
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