Asset A has an expected return of 10% with a standard deviation of 12% Asset B has an expected return of 10% with a standard deviation of 8%. If given the choice between A and B, risk averse investors would most likely Choose asset A. Choose asset B. Be indifferent between assets A and B. The security market line depicts: A security's expected return as a function of its systematic risk. The market portfolio as the optimal portfolio of risky assets. The relationship between a security's return and the return on an index. The complete portfolio as a combination of the market portfolio and the risk-free asset. Given an optimal risk portfolio with expected return of 12% and standard deviation of 26% and a risk free rate of 3%, what is the slope of the best feasible CAL? 0.64 0.14 0.08 0.35