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Which of the following statements regarding the capital allocation line $($CA$.)$ is false?

Select one

a$.$ The slope of the CAL equals the increase in the erpected seturn of the complete portfolo per tinit of asditional standard deviation

$1$b$.$ The CAL dominates the efficient fionter eacept at pr

$1$c$.$ Al porflolios on the CAL have the same Sharpe ratio an the optimal nsky portiolo

I. The CAL shows risk eetimn combications

e$.$ Al of the sutements are true