You invest \$100 in a risky asset with an expected rate of return of 0.12 and a standard deviation of 0.15 and a T-bill with a rate of return of 0.05. 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 0.12 and a standard deviation of 0.15 and a T-bill with a rate of return of 0.05. The slope of the Capital Allocation Line formed with the risky asset and the risk-free asset is equal to

Cannot be determined.

0.41667.

0.4667.

0.8000

2.14

Giải thích

Chọn đáp án C

Giải thích: (0.12 - 0.05)/0.15 = 0.4667.