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Given an Optimal Risky Portfolio with Expected Return of 12

Question 17

Multiple Choice

Given an optimal risky portfolio with expected return of 12%, standard deviation of 26%, and a risk free rate of 3%, what is the slope of the best feasible CAL?


A) 0.64
B) 0.14
C) 0.08
D) 0.35
E) 0.36

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