Which of the following statements regarding the capital allocation line (CAL) of the risky portfolio P is/are true? Select one or more: A. The slope of the CAL equals the increase in the expected return of the complete portfolio per unit of additional standard deviation. B. The CAL shows investment opportunity set formed with P and one risk free asset. C. Any portfolios on the CAL share the same mean-variance utility. D. The optimal complete portfolio has higher Sharpe ratio than any other portfolios on the CAL. E. The slope of the CAL is equal to the Sharpe ratio of P