ssume the optimal risky portfolio contains 66% of S and 34% of B.

1)

What is the slope of the Capital Allocation Line (CAL) that passes the optimal risky portfolio?

Group of answer choices

0.248

0.86

0.63

0.056

2)

What dollar amounts should be invested in each of the three asset classes, f, S, and B, if you would like to achieve an expected return of 11% on the CAL?

Group of answer choices

$26,588; $35,441; $37,971

$16,854; $38,954; $44,192

$12,892; $57,491; $29,617

$9,523; $58,622; $31,855

3)

What is the highest expected return you can earn from portfolios on the CAL if you are not allowed to short sell the risk-free asset?

Group of answer choices

9.2%

13.6%

16.2%

12.1%