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Your client, Bo Regard, holds a complete portfolio that consists of a portfolio of risky assets (P) and T-Bills. The information below refers to these

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Your client, Bo Regard, holds a complete portfolio that consists of a portfolio of risky assets (P) and T-Bills. The information below refers to these assets. E(R) Standard Deviation of P T-Bill rate 12.00% 7.20 % 3,60 % Proportion of Complete Portfolio in P Proportion of Complete Portfolio in T-Bills 80 % 20 % Composition of P: Stock A Stock B Stock C Total 40,00 % 25,00 % 35.00 % 100.00% What is the equation of Bo's capital allocation line? EC) -0.2 + 1.167 Standard Deviation of P ETC) - 7.2 + 3.6 x Standard Deviation of P O E(C) - 3.6 + 1.167 x Standard Deviation of P O ETC) - 3.6 + 12.0Standard Deviation of P

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