1. 6. Risky- and risk-free-asset portfolio P' expected return is

   A multiple-choice question with one possible answer.(Required)

2. 7%
3. 5%
4. 12%
5. 11%
6. 4%
7. 15%
8. 18%
9. 20%

10. 7. Risky- and risk-free-asset portfolio P' standard deviation is

    A multiple-choice question with one possible answer.(Required)

11. 10%
12. 11.23%
13. 7.78%
14. 6.75%
15. 12%
16. 4.45%
17. 5.55%

18. 8. The denominator of Sharpe ratio is the variance of the portfolio

    A question requiring a 'True/False' answer.(Required)

    True/False

    9. The numerator of Sharpe ratio is the expected return of the portfolio

    A question requiring a 'True/False' answer.(Required)

    True/False

    10. If risk premium of the portfolio decreases, holding standard deviation of the portfolio constant, Sharpe ratio will decrease.

    A question requiring a 'True/False' answer.(Required)

    True/False

19. 

20. 11. Optimal risky-asset portfolio is called (Required) Portfolio

    12. If we assume that investor can borrow at risk-free interest rate, then the efficient frontier is

    A multiple-choice question with one possible answer.(Required)

21. Rf-T-B
22. Rf-T-L
23. MV-B
24. A-B

Erp) Bor: ow at Rf and invest at T 0.1 0.08 0.05 0.02 0.04 0.06 Erp) Bor: ow at Rf and invest at T 0.1 0.08 0.05 0.02 0.04 0.06