The capital allocation line provided by a risk-free security and N risky securities is Group of answer choices the horizontal line drawn from the risk-free rate. the line that connects the risk-free rate and the portfolio of the risky securities that has the highest expected return on the efficient frontier. the line that connects the risk-free rate and the global minimum-variance portfolio of the risky securities. the line tangent to the efficient frontier of risky securities drawn from the risk-free rate.