问题：
[单选题]The capital allocation line provided by a risk-free security and N risky securities is ()
Athe line that connects the risk-free rate and the global minimum-variance portfolio of the risky securities.
Bthe line that connects the risk-free rate and the portfolio of the risky securities that has the highest expected return on the efficient frontier.
Cthe line tangent to the efficient frontier of risky securities drawn from the risk-free rate.
Dthe horizontal line drawn from the risk-free rate.
答案解析：
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