Multiple Choice
Given an optimal risky portfolio with expected return of 16%, 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
Correct Answer:

Verified
Correct Answer:
Verified
Related Questions
Q24: Security X has expected return of 7%
Q25: Consider the following probability distribution for stocks
Q26: Which of the following statement(s) is(are) false
Q28: Which statement about portfolio diversification is correct?<br>A)Proper
Q31: Security X has expected return of 14%
Q34: Consider the following probability distribution for stocks
Q39: Firm-specific risk is also referred to as<br>A)
Q44: The capital allocation line provided by a
Q55: Portfolio theory as described by Markowitz is
Q68: Market risk is also referred to as<br>A)