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In a CAPM world with a risk-free asset, an investor's degree of risk aversion will determine his or her ______. Select one alternative: o. optimal

In a CAPM world with a risk-free asset, an investor's degree of risk aversion will determine his or her ______.

Select one alternative:

o. optimal mix of the risk-free asset and risky asset

o. security market line

o. capital allocation line

o. optimal risky portfolio

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