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Assume the Sharpe ratio (slope) of the best feasible capital allocation line you can get by combining an optimal risky portfolio and a risk-free asset

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Assume the Sharpe ratio (slope) of the best feasible capital allocation line you can get by combining an optimal risky portfolio and a risk-free asset is 0.4. If the optimal risky portfolio has an expected return of 13% and a standard deviation of 26%, what should be the risk-free rate? O A 1.00% 2.60% OC 460% OD 8.84% CE 5.00%

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