Question 16 (1 point) Combinations of assets usually create a bow-shaped risk-return frontier. The Capital Market Line (CML)... is a straight line that connects the risk-free asset to the market portfolio in a plot that has the beta in the X-axis. connects the risk-free asset to the market portfolio and is a straight line because for the risk-free asset variance is zero and correlation with the market is zero. is the graphical plot of the CAPM formula, with beta in the X-axis. is the graphical plot of the CAPM formula and is a straight line because for the risk-free asset variance is zero and correlation with the market is zero