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    Exam 7: Optimal Risky Portfolios
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    Given an Optimal Risky Portfolio with Expected Return of 16
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Given an Optimal Risky Portfolio with Expected Return of 16

Question 29

Question 29

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:

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