Question: Question 20 (2 points) You just inherited $1,000,000 dollars. The universe of available securities includes two risky funds, A and B, and T-bills. The data

Question 20 (2 points) You just inherited $1,000,000 dollars. The universe

Question 20 (2 points) You just inherited $1,000,000 dollars. The universe of available securities includes two risky funds, A and B, and T-bills. The data for the universe are as follows: Expected return Standard Deviation Fund A 7% 10% Fund B 28% 45% T-bills 5% Covariance between Fund A and Fund B -0.005 Find the slope of the Capital Allocation Line (CAL) supported by T-bills and Portfolio 0.6243 0.5727 0.3624 0.4157

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