Capital Allocation and Market Lines

havana trap, techno balkan brass band, afrobeat new jack swing · 4:09

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Lyrics

[Verse 1]
Picture Sarah with her savings, wants to grow her wealth today
She could buy some Treasury bonds, guaranteed but meager pay
Or she might choose risky stocks, volatile but high reward
How to blend these two together? That's what we'll explore

[Chorus]
Capital Allocation Line, CAL shows the way
Mix your safe and risky assets, find your perfect play
Capital Market Line, CML's the best
When the market portfolio meets the risk-free test
Draw the line from zero risk to maximum return
CAL and CML, that's the lesson we must learn

[Verse 2]
Take that risk-free Treasury rate, plot it on the left side clean
Draw a line that stretches upward to your risky asset dream
Every point along this pathway shows a different allocation
More bonds means lower profits, stocks bring wild fluctuation

[Chorus]
Capital Allocation Line, CAL shows the way
Mix your safe and risky assets, find your perfect play
Capital Market Line, CML's the best
When the market portfolio meets the risk-free test
Draw the line from zero risk to maximum return
CAL and CML, that's the lesson we must learn

[Bridge]
Steepest slope means best reward per unit risk you take
Tangent point reveals the secret, optimal choice to make
When your risky asset matches market portfolio's blend
CAL becomes the mighty CML, the golden standard's trend

[Verse 3]
Every investor gets the same line when they use the market basket
Risk-free rate plus market premium, that's the perfect packet
Leverage up or dial it down, slide along that perfect slope
Efficient frontier's envelope gives every saver hope

[Chorus]
Capital Allocation Line, CAL shows the way
Mix your safe and risky assets, find your perfect play
Capital Market Line, CML's the best
When the market portfolio meets the risk-free test
Draw the line from zero risk to maximum return
CAL and CML, that's the lesson we must learn

[Outro]
From Treasury bills to market thrills
Your allocation line reveals
The perfect mix for every risk
CAL and CML

← The Efficient Frontier | Systematic vs Unsystematic Risk →