Question: The capital allocation line can be described as the line whose slope is the Sharpe ratio of a risky asset. investment opportunity set formed by

The capital allocation line can be described as the line whose slope is the Sharpe ratio of a risky asset. investment opportunity set formed by two risky assets. line on which lie all portfolios with the same expected rate of return and different standard deviations. line on which all securities have the same price per the unit of risk. line on which lie all portfolios that offer the same utility to a particular investor

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