- CFA Exams
- CFA Level I Exam
- Topic 9. Portfolio Management
- Learning Module 2. Portfolio Risk and Return: Part II
- Subject 1. Capital Market Theory
CFA Practice Question
The risk-free rate of return is 5%. The market portfolio (M) has an expected return of 16% and a standard deviation of 24%. The slope of the capital market line (CML) is ______.
B. 0.46
C. 1.91
A. 1
B. 0.46
C. 1.91
Correct Answer: B
Slope = rise/run = (16% - 5%) / (24% - 0%) = 0.46
User Contributed Comments 10
User | Comment |
---|---|
danlan | CML, slope = excess return/sigma=(return-RFR)/sigma=0.46 |
julamo | Can only be the CML if it's made obvious that the standard deviation is one of the independant variables. |
fahad | Like the definition rise/run |
bmeisner | If it was asking for the SML the slope would have been (16-5)/1 = 11 because the beta of the market portfolio is 1 and the line runs from risk free point at 0 beta to market return at 1 beta. Given the answers it had to be asking for the CML. |
Smiley225 | Slope of SML = market risk premium. i.e 11 in this case |
Nightsurfer | Slope of CML uses s.d. in the denominator. |
cfabuzz | slope is equal to tan CML, which is y/x. so (0.16-0.05)/0.24 -> sharpe ratio = 0.46 |
dravinskis | Slope CML = Sharpe Ratio |
DonAnd | right on the money dravinskis |
khalifa92 | y = a + b*x b: is the slope E(Rp) = Rf + (Rm-Rf)/sigma (market) * sigma (portfolio) |