Imagine that we are in 22nd century. After hundreds of waves of mergers and acquisitions, there are only two listed companies in the market: West Co. and East Co. There are only two investors (sovereignty wealth fund managers), Mr. Hussein and Miss Wang, who do investment management for individuals. Mr. Hussein's investment on risky assets is $10 billion on Stock West and $4 billion on Stock East. Miss Wang's portfolio on risky assets is $11 billion on West and $10 billion on East. They also invest on risk-free assets by borrowing or saving. The returns of West and East are as follows:

West Co. East Co.

Expected Return % 8 13

Standard Deviation % 5 10

The correlation between two returns is 0.

We assume that the market is in equilibrium. What is the slope of the capital market line (CML) of the market? (Hint: borrowing and lending interest rates may be different)