• The capital market line
• A. assumes investors can borrow, but not lend, at the risk-free rate.
• B. depicts the highest rate of return for every level of risk given only a single portfolio of risky assets.
• C. intersects its graph at the origin and is linear in nature.
• D. intersects the vertical axis at the risk-free rate.
• E. intersects the risky portfolio at that portfolio's lowest risk point.