97.2k views
5 votes
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

1 Answer

5 votes
57% and 43%
I'm pretty sure that this is what you're looking for so if you need more help or want me to explain this more just ask!
- Just Peachy
User Razboy
by
7.7k points
Welcome to QAmmunity.org, where you can ask questions and receive answers from other members of our community.

9.4m questions

12.2m answers

Categories