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 portfoli constant, Sharpe ratio will decrease. A question requiring a 'True/False' answer.(Required) True False E(r) Bor. ow at Rf and invest at T B 0.1 0.08 0.05 RI 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 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. MV-B 2. A-B 3. Rf-T-B 4. Rf-T-L