You are an investment analyst at an asset management firm. Your colleague, the in-house economist, has analyzed all the risky securities in your economy - A, B and C. He provides you with the following statistics:

The Correlation between A and B is 0.25, between B and C is 0.75, and between A and C is 0.5.

What is the slope of the capital market line in this economy?

0.66

0.27

0.52

0.62

0.58

\begin{tabular}{|l|l|l|l|l|} \hline Securities & A & B & C & Risk-Free \\ \hline Expected Returns & 0.12 & 0.11 & 0.08 & 0.01 \\ \hline Standard Deviation & 0.25 & 0.20 & 0.12 & \\ \hline \end{tabular}