\begin{tabular}{|l|} \hline Question 20 \\ Not yet answered \\ Marked out of 3.00 \\ p Flag question \\ \hline \end{tabular} Question 20 Not yet answered Marked out of 3.00 Flag question Which of the following portfolio risk-return combinations yields the best CAL for investors assuming a riskfree rate of 5.3% ? a. E[r]=6.1%,=19.0% b. E[r]=26.9%,=13.1% c. E[r]=12.4%,=43.0% d. E[r]=13.6%,=36.6% e. E[r]=16.0%,=39.4%