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Suppose that the optimal risky portfolio has an expected return of 11% and standard deviation of 28%. The risk free rate of 1.75%. What is

Suppose that the optimal risky portfolio has an expected return of 11% and standard deviation of 28%. The risk free rate of 1.75%. What is the slope of the capital allocation line associated with the optimal risky portfolio? 0.64 0.36 0.33 0.39

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