8. Ceteris paribus, the utility score an investor assigns to an investment portfolio will a. increase as the variance increases b. increase as the rate of return increases c. decrease as the rate of return increases d. decrease as the standard deviation decreases 9. Joseph invests 50% of his money in Security ABC with a beta of 1.8 and the rest of his money in Security XYZ with a beta of 0.8. What is the beta of the resulting portfolio? a. 0.50 b. 1.00 1.30 d. 2.60 c. 10. If an investment opportunity set is formed with two securities which are perfectly negatively correlated, the weights for the minimum variance portfolio of these two securities could be calculated, and the standard deviation of the resulting portfolio will always be: a. greater than 0 b. equal to 0 c. equal to the sum of these securities' standard deviations d. equal to -1