You Invest $1,000 in a Complete Portfolio

Multiple Choice

You invest $1,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 16% and a standard deviation of 20% and a treasury bill with a rate of return of 6%.
-The slope of the capital allocation line formed with the risky asset and the risk-free asset is _________.

A) 1.40
B) 0.80
C) 0.50
D) 0.40