Question: Your client holds an optimal complete portfolio H that consists of a portfolio of risky assets (P) and T-Bills. The information below refers to

Your client holds an optimal complete portfolio H that consists of a

Your client holds an optimal complete portfolio H that consists of a portfolio of risky assets (P) and T-Bills. The information below refers to these assets: E(rp) Op T-Bill rate Optimal risky share y* Composition of P Risky Securities 11.90% 11.50% 5.00% 80% 100% What is the equation of your client's capital allocation line?

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