6. Risky- and risk-free-asset portfolio P' expected return is A multiple-choice question with one possible answer.(Required) 1. 0 20% 2. O 4% 3. O 11% 4. O 18% 5. O 5% 6. O 12% 7. O 15% 8. O 7% 7. Risky- and risk-free-asset portfolio P' standard deviation is A multiple-choice question with one possible answer.(Required) 1.0 6.75% 2. O 10% 3. O 7.78% 4.0 11.23% 5. O 12% 6. O 5.55% 7. O 4.45% 8. The denominator of Sharpe ratio is the variance of the portfolio A question requiring a 'True/False' answer.(Required) O True O False 9. The numerator of Sharpe ratio is the expected return of the portfolio A question requiring a 'True/False' answer.(Required) O True O 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 O False E(rp) Bor. ow at Rf and invest at T B 0.1 0.08 0.05 0.02 0.04 0.06 Op 11. Optimal risky-asset portfolio is called Minimun variance Portfolio. A question requiring a 'True/False' answer.(Required) True O False 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) 1. O MV-B 2. O Rf-T-B 3. O Rf-T-L 4. O A-B