The slope of the efficient frontier is calculated as follows A) E(R_portfolio)/E( $\sigma$portfolio) B) E( $\sigma$portfolio)/ E(R_portfolio) C) $\Delta$E(R_portfolio)/$\Delta$E( $\sigma$portfolio) D) $\Delta$E( $\sigma$portfolio)/$\Delta$E(R_portfolio) E) None of the above

Question

Quizplus · Accepted Answer

The slope of the efficient frontier is the change in expected return divided by the change in expected risk (standard deviation).

The Slope of the Efficient Frontier Is Calculated as Follows σ\sigmaσ

The Slope of the Efficient Frontier Is Calculated as Follows $\sigma$