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Basic Question 3 of 4
Given an optimal risky portfolio with expected return of 14% and standard deviation of 22% and a risk-free rate of 6%, what is the slope of the best feasible CAL?
B. 0.33
C. 0.36
A. 0.64
B. 0.33
C. 0.36
User Contributed Comments 5
User | Comment |
---|---|
johntan1979 | Repeated question |
johntan1979 | Oh craps! Sorry... just realized I clicked on the "PREVIOUS QUESTION" button... :p |
ldfrench | LOL, Johntan1979! Classic!!!!!! |
leuping | Johntan, reveal yourself. |
tomalot | Ha, you do slapstick too?! Give up finance and get into comedy ASAP.. ROFL |
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Martin Rockenfeldt
Learning Outcome Statements
describe and interpret the minimum-variance and efficient frontiers of risky assets and the global minimum-variance portfolio
CFA® 2024 Level I Curriculum, Volume 2, Module 1.