you manage a portfolio (call it P) that has an expected return of 18% with a standard deviation of 25%. The current risk-free rate is 6%. Portfolio P is comprised of three sector funds A, B, and C. The percent invested in various sectors is as follows: 30%in sector A; 50% in sector B, 20% in sector C. The slope of the allocation line for risky porfolio P closest to

a 0.10, b 0.20, c 0.48, d 0.72