Question: The capital allocation line provided by risk - free security and N risky securities is The line that connects the risk - free rate and

The capital allocation line provided by risk-free security and N risky securities is
The line that connects the risk-free rate and the minimum variance portfolio of the risky securities.
The line that connects the risk-free rate and the highest return portfolio of the risky securities.
The line that connects the risk-free rate and maximize the Sharpe ratio that tangent to the efficient frontier.
All of above.

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