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 Lin

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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

Cannot be determined.

0.40

0.47

2.14

0.80

Giải thích

Chọn đáp án B

Giải thích: (0.11 - 0.03)/0.20 = 0.40.