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If the Market Portfolio Has an Expected Return of 0

Question 76

Multiple Choice

If the market portfolio has an expected return of 0.12 and a standard deviation of 0.40,and the risk-free rate is 0.04,what is the slope of the security market line?


A) 0.08
B) 0.20
C) 0.04
D) 0.12

Correct Answer:

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