4.To estimate the Sharpe ratio of a portfolio from a history of asset returns, we use the difference between the and the T-bill rate. A) arithmetic average rate of return B) geometric average rate of return C) logarithmic average rate of return D) dollar weighted average rate of return 5.The optimal risky portfolio can be identified by finding A) the minimum-variance point on the efficient frontier B) the maximum-return point on the efficient frontier C) the tangency-point of the capital allocation line and the efficient frontier D) none of the above answers is correct