17. Consider a Treasury bill with a rate of return of 5% and the following risky securities Security A: E(r)- 10: variance-0.0400, Security B: E( 0.10; variance-o0225 Security C: E()-0.12; variance -0.1000; Security D: EO.13; variance-0.0625 The investor must develop a complete portfolio by combing the risk-free asset with one of the securities mentioned above. The security the investor should choose as part of her complete portfolio to achieve the best CAL would be A. Security A Security B C. Security D None of the above E. 18. You invest $10,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 15% and a standard deviation of 21% and a Treasury bill with a rate ofretum of 5%. How much money should be invested in the risky asset to form a portfolio with an expected return of 1 1%? A)S6,000 0-1l $4,000 C. $7,000 D. $3,000 E. None of the above 19. what is the VaR ofaS 10 million portfolio with normally distributed returns at the 2.5% VaR? Assume the expected return is 5% and the standard deviation is i0%. A. 14.6% +9.99% .14.6% -D- 9.90%. E. None of the above