You invest \$1000 in a risky asset with an expected rate of return of0.17 and a standard deviation of 0.40 and a T-bill with a rate of return of0.04. The slope of the Capital Allocation Line

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You invest \$1000 in a risky asset with an expected rate of return of

0.17 and a standard deviation of 0.40 and a T-bill with a rate of return of

0.04. The slope of the Capital Allocation Line formed with the risky asset and the risk-free asset is equal to

0.8000.

Cannot be determined.

0.3095.

0.41667.

0.4667.

Giải thích

Chọn đáp án C

Giải thích: (0.17 - 0.04)/0.40 = 0.325.