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The slope of capital market line (CML) is: Sharpe ratio of the tangency portfolio Market risk premium Beta Market risk premium divided by beta Question

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The slope of capital market line (CML) is: Sharpe ratio of the tangency portfolio Market risk premium Beta Market risk premium divided by beta Question 10 1.1 pts You have $1000 available to invest. The risk-free rate is 3%. The standard deviation on the risky portfolio is 10%. If you wish to construct a complete portfolio with 8% standard deviation, you should invest $750 in the risk-free asset and $250 in the risky portfolio invest $200 in the risk-free asset and $800 in the risky portfolio borrow $250 at risk free rate and invest $1250 in the risky portfolio borrow $750 at risk free rate and invest $1750 in the risky portfolio

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