Which statement is true regarding the capital market line (CML)?

I) The CML is the line from the risk-free rate through the market portfolio.
II) The CML is the best attainable capital allocation line.
III) The CML is also called the security market line.
IV) The CML always has a positive slope.

A. I only
B. II only
C. III only
D. IV only
E. I, II, and IV


E. I, II, and IV

Both the capital market line and the security market line depict risk/return relationships. However, the risk
measure for the CML is standard deviation and the risk measure for the SML is beta (thus the CML is not also called the security market line; the other statements are true).

Business

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