Jade plans to invest in a portfolio which comprises an equity (risky) fund and a T-bill money market fund. The equity fund invested 35% in stock XO and 65% in stock YE. The variance of the equity fund is 10.03%. The expected return of stock XO is 14.2%. The expected return of stock YE is 26.4%. T-bill rate is 3%. What is the slope of the CAL?

	A.	2.2
	B.	0.7
	C.	1.9
	D.	0.6