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    Given an Optimal Risky Portfolio with Expected Return of 6
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Given an Optimal Risky Portfolio with Expected Return of 6

Question 25

Question 25

Multiple Choice

Given an optimal risky portfolio with expected return of 6%, standard deviation of 23%, and a risk free rate of 3%, what is the slope of the best feasible CAL?


A) 0.64
B) 0.39
C) 0.08
D) 0.13
E) 0.36

Correct Answer:

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