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Assume that the CAPM model is true. The expected return on the market portfolio is 1 0 % and its standard deviation is 1 2

Assume that the CAPM model is true. The expected return on the market portfolio is 10% and its standard deviation is 12%. Explain if the following sentence is true or false. -->If the risk-free rate is 4%, then the slope of the capital market line should be 0.5."
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