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Given an optimal risky portfolio with expected return of 12% and standard deviation of 23% and a risk free rate of 3%, what is the slope of the best feasible CAL?

Intermediate Financial Management (MindTap Course List)

13th Edition

ISBN:9781337395083

Author:Eugene F. Brigham, Phillip R. Daves

Publisher:Eugene F. Brigham, Phillip R. Daves

Chapter2: Risk And Return: Part I

Section: Chapter Questions

Problem 3Q: Security A has an expected return of 7%, a standard deviation of returns of 35%, a correlation...

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Question

Given an optimal risky portfolio with expected return of 12% and standard deviation of 23% anda risk free rate of 3%, what is the slope of the best
feasible CAL?
Muitiple Choice
0.64
0.39
0.08
0.35
0.36

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