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

In a two-security minimum variance portfolio where the correlation between securities is greater than -1.0

You invest \$100 in a risky asset with an expected rate of return of 0.11 and a standard deviation of 0.20 and a T-bill with a rate of return of 0.03. The slope of the Capital Allocation Line formed with the risky asset and the risk-free asset is equal to

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. What percentages of your money must be invested in the risky asset and the risk-free asset, respectively, to form a portfolio with an expected return of 0.09?

A statistic(s) that measures how the returns of two risky assets move together is:

A two-asset portfolio with a standard deviation of zero can be formed when

If you invest 40% of your money in A and 60% in B, what would be your portfolio's expected rate of return and standard deviation?