Question：
The point of tangency between the capital allocation line (CAL) and the efficient frontier of risky assets most likely identifies the:
A. global minimum-variance portfolio.
B. optimal risky portfolio.
C. optimal investor portfolio.
Answer = B
The optimal risky portfolio lies at the point of tangency between the capital allocation line and the efficient frontier of risky assets.
CFA Level I
"Portfolio Risk and Return: Part I," Vijay Singal
Section 5.4
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