14. If the proportion invested in the riskfree asset is -.4, the proportion invested in

the risky portfolio is: (a) -1.4. (b) 0.6. (c) 0.0. (d) 1.4. (e) -0.6.

6. An investor has a portfolio with 60% in a riskfree asset with a return of 5% and the rest in a risky asset with an expected return of 12% and a standard deviation of 10%. Respectively, the expected return and standard deviation of the portfolio are(a) 10.5%. (b) 9.7%. (c) 11.4%. (d) 12.6%.