The index model has been estimated for stocks A and B with the following results: RA = 0.03 +0.7RM + ea. RB = 0.01 + +0.9RM + eB. OM = 0.35; (A) = 0.20; o(es) = 0.10. The covariance between the returns on stocks A and B is Spreadsheet 16018.xlsx 0.4000. 0.0772. 0.0406. 0.0384. 0.1920. Given an optimal risky portfolio with expected return of 12%, standard deviation of 26%, and a risk free rate of 3%, what is the slope of the best feasible CAL? Spreadsheet 16018.xlsx 0.08 0.66 0.14 0.64 0.35