You invest $1000 in a risky asset with an expected rate of return of 0.15 and a standard deviation of 0.15 and a T-bill with a rate of return of 0.025.

The slope of the capital allocation line formed with the risky asset and the risk-free asset is equal to

a. Cannot be determined

b. 0.8333

c. 0.4667

d. 0.41667

e. 0.8000