1-Which of the following correlation coefficients will produce the least diversification benefit?

-0.8

-0.5

0.4

0.2

2-You are considering investing $1,000 in a complete portfolio. The complete portfolio is composed of Treasury bills that pay 5% and a risky portfolio, P, constructed with two risky securities, X and Y. The optimal weights of X and Y in P are 35% and 65% respectively. X has an expected rate of return of 14%, and Y has an expected rate of return of 10%. To form a complete portfolio with an expected rate of return of 14%, you should invest approximately ____ in the risky portfolio. This will mean you will also invest approximately ____ and ____ of your complete portfolio in security X and Y, respectively.

25%; 45%; 30%

78%; 27%; 51%

140%; 49%; 91%

50%; 25%; 25%

3- You are considering investing $1,000 in a complete portfolio. The complete portfolio is composed of Treasury bills that pay 5% and a risky portfolio, P, constructed with two risky securities, X and Y. The optimal weights of X and Y in P are 50% and 50%, respectively. X has an expected rate of return of 15%, and Y has an expected rate of return of 10%. To form a complete portfolio with an expected rate of return of 12%, you should invest ____ of your complete portfolio in the risky portfolio.

19%

128%

93%

67%

please solve all three. will give rating