#7 please

ROSERWERKING Everage US gove gore sex over the entire westment. Deviation X 15% 8.5% Page 1 of 197 ward D acous CA 6 0 36.5% 0 39% 7 0/5 points The return on XYZ stock has a standard deviation of 19% and the return on ABC stock has a standard deviation of 16%. Their correlation coefficient is 0.25. If you invest 40% in XYZ and 60% in ABC, what comes closest to the standard deviation of the portfolio X O 14.5% 13.7% O 36.7% O 1.9% 8 5/5 points If the optimal risky portfolio O's Sharpe ratio is 0.55, then the complete portfolio allocated belween the portfolio O and risk-free asser has a Sharpe ratio of: O Indeterminable Higher than 0.55 O 0.55