- CFA Exams
- CFA Level I Exam
- Topic 9. Portfolio Management
- Learning Module 1. Portfolio Risk and Return: Part I
- Subject 6. Optimal Portfolio
CFA Practice Question
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
Correct Answer: C
(14% - 6%) / 22% = 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 |