Question
You invest $100 in a risky asset with an expected rate of return of 0.11 and a standard deviation of 0.20 and a T-bill with
You invest $100 in a risky asset with an expected rate of return of 0.11 and a standard deviation of 0.20 and a T-bill with a rate of return of 0.03.The slope of the capital allocation line formed with the risky asset and the risk-free asset is equal to
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Practical Financial Management
Authors: William R. Lasher
6th Edition
1439080496, 978-1439080498
