What is the slope of the Capital Allocation Line if the risk-free rate in the economy is 5%, the expected return on the risky asset is 20% and the standard deviation of the return on the risky asset is 30%? 0.6 0.3 0.4 0.5 Question 3 20 pts An investor invests 50% of his wealth in a risky asset with an expected rate of return of 10% and a standard deviation of 20% and 50% in a T-bill that pays 6%. What is her portfolio's standard deviation? 5% 15% 10% 20%