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Given an Optimal Risky Portfolio with Expected Return of 16

Question 72

Multiple Choice

Given an optimal risky portfolio with expected return of 16% and standard deviation of 20% and a risk-free rate of 4%, what is the slope of the best feasible CAL


A) 0.60
B) 0.14
C) 0.08
D) 0.36
E) 0.31

Correct Answer:

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