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Given an Optimal Risky Portfolio with Expected Return of 20

Question 58

Multiple Choice

Given an optimal risky portfolio with expected return of 20%, standard deviation of 24%, and a risk free rate of 7%, what is the slope of the best feasible CAL?


A) 0.64
B) 0.14
C) 0.62
D) 0.33
E) 0.54

Correct Answer:

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