Question
23. The complete portfolio is composed of a risky asset with an expected rate of return of 14% and a standard deviation of 20% and
23.
The complete portfolio is composed of a risky asset with an expected rate of return of 14% and a standard deviation of 20% and a treasury bill with a rate of return of 4%. The slope of the capital allocation line formed with the risky asset and the risk-free asset is ____.
Please keep two decimal place, for example, 0.21, not 21%.
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Financial Markets And Institutions
Authors: Jeff Madura
13th Edition
0357130790, 978-0357130797
