PIUTTO 1970 0.-0.5% to 4.3% QUESTION 20 Consider the following assets: Asset B D Expected Return 0.12 0.15 0.21 0.25 Standard Deviation 0.3 0.2 0.6 0.8 If we introduce the risk free asset with return equals - 0.06 and then draw the CAL that connect the risk free asset with the efficient frontier, which asset will represent the tangency point on the CAL ? A A A B. Asset B D. AD