Question
Suppose that the optimal risky portfolio has an expected return of 8% and standard deviation of 25%. The risk free rate of 2.5%. What is
Suppose that the optimal risky portfolio has an expected return of 8% and standard deviation of 25%. The risk free rate of 2.5%. What is the slope of the capital allocation line associated with the optimal risky portfolio?
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Financial Markets and Institutions
Authors: Jeff Madura
12th edition
9781337515535, 1337099740, 1337515531, 978-1337099745
