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Please help with the items in red and confirm everything else is correct. You invest $100 in a risky asset with an expected rate of

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Please help with the items in red and confirm everything else is correct.

You invest $100 in a risky asset with an expected rate of return of 0.11 and a standard deviation of 0.21 and a T-bill with a rate of return of 0.045. The slope of the capital allocation line formed with the risky asset and the risk-free asset is equal to O 0.4667 O 0.8000 0.3095. Cannot be determined (0.11-0.045)/0.21 0.3095. $100 Risky Asset 11% Expected Rate of Return 21% Standard Deviation 4.50% T Bill Rate of Return (Expected Rate of Return - T Bill Rate of Return) Standard Deviation

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