Question: When forming efficient portfolios, which Capital Allocation Line (CAL) would a rational, risk averse investor choose? Group of answer choices The one with the highest

When forming efficient portfolios, which Capital Allocation Line (CAL) would a rational, risk averse investor choose?
Group of answer choices
The one with the highest beta
The one with the greatest Sharpe ratio
Any CAL is fine
The one with the lowest variance

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