Question: QUESTION 5 5 points sau In the CAPM world, two securities, A and B, are priced efficiently, i.e., they fall on the SML. The expected

QUESTION 5 5 points sau In the CAPM world, two securities, A and B, are priced efficiently, i.e., they fall on the SML. The expected return of A is 20%, and its beta is 1.6. The expected return of Bis 11%, and its beta is 0.7. What is the slope of the SML? A. 0.15 B.0.2 OC. 0.1 OD.0.12 E. 0.08

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