True or False. Briefly explain your answers.

a. Two risky assets can be combined into a riskless portfolio if they are perfectly positively correlated.

b.According to the CAPM, all assets have expected returns above the riskfree rate.

c. According to the Sharpe-Lintner version of the CAPM (the standard version), all investors should hold combinations of the riskless asset and the market portfolio.

d.The slope of a capital allocation line for a particular asset is the Sharpe ratio of that asset.

e.The slope of the security market line is the riskfree rate.