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Consider a complete portfolio formed by investing in a risky asset and a risk-free asset. The complete portfolio is composed of a risky asset with

Consider a complete portfolio formed by investing in a risky asset and a risk-free asset. The complete portfolio is composed of a risky asset with an expected rate of return of 16% and a standard deviation of 20%, and a Treasury Bill with a rate of return of 5%. The slope of the capital allocation line formed with the risky asset and the risk-free asset is

0.80

0.31

0.55

1.40

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