5) (20 points) Suppose that the optimal risky portfolio has an expected return of 20% and a standard deviation of 40%. Expected return and standard deviation of a portfolio that lies on the Capital Market Line are 15% and 25%, respectively. a) Find the slope of Capital Market Line. b) What is the risk-free rate in this economy? 5) (20 points) Suppose that the optimal risky portfolio has an expected return of 20% and a standard deviation of 40%. Expected return and standard deviation of a portfolio that lies on the Capital Market Line are 15% and 25%, respectively. a) Find the slope of Capital Market Line. b) What is the risk-free rate in this economy