Answer all please

l. hen calainey he fraction of the complete portolio invested in risky assets, ion of wealth in both risky assets a value of y greater than one suggests: a. An error has been made in the calculation. and the risk-free asset The investor should sell short the risky assets and invest all wealth at the The investor should brrow at the risk-free rate and invest all wealth plus c. risk-free rate. borrowed proceeds in risky assets 2. A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of returns of 5% while stock B has a standard deviation of returns of 15%. The correlation coefficient between the returns on A and B is 0.5. Stock A comprises 48% of the portfolio while stock B comprises 52% deviation of returns on the portfolio is of the portfolio. The standard n, b. c. d. 5.92% 9.24% 9.70% 10.15% 3. In the presence of both risky assets and a risk-free asset, an investor's degree of risk aversion will determine his a. optimal risky portfolio b.) risk-free rate c. mix of risk-free asset and optimal risky portfolio d. choice of risk free asset A portfolio of risky assets has an expected return of 13% and a standard deviation of 25%. The risk-free rate is 8%. Calculate the portfolio's Sharpe Ratio. 4. a. 0.25 b. 0.20 c. 0.44 d. 0.24 5. For any risky asset, the Sharpe Ratio is: a. The slope of the capital allocation line b. The expected excess return divided by the standard deviation c. A measure of risk premium per unit of market risk d. Both (a) and (b) e. All of the above