Can yall solve 23-24-25

23) An investor invests 70% of her wealth in a risky asset with an expected rate of return of 15% and a standard deviation of 22.43% and she puts 30% in a Treasury bill that pays5%. Her complete portfolio's expected rte of return a standard deviation are andrespectively A. 10.0%, 6.7% B. 12.0%, 22.4% C. 12.0%, 15.7% D. 10.0%, 35.0% Answer C : c-70% x22.43%= 15.7% 24. You invest $100 in a complete portfolio. The complete portfolio is composed of a riskyassetwithanexpected rateofreturn of12% and a standard deviation of 15% and a treasury bill with a rte of return of 5%. invested in the risky asset to form a portfolio with an expected rate of return of9% A) 87% B) 77% C) 67% D) 57% of yor money should be Answer: D Difficulty: Medium Suppose you invest X percent in the risky portfolio, then (1-X) would be the portion invested in risk-free asset ( 12%)(( 1-X)5%-9%)-> X-57% 25.You invest $100 in a complete portfolio. The complete portfolio is com /. risky asset with an expected rate of return of 12% and a standard deviation of 10% and a treasury bill with a rate of return of 5%. The slope of the capital allocation line (Sharpe ratio) formed with the risky asset and the risk-free asset is A) 1.4 B).7 ' Answer: B Difficulty: Medium 26 Asset A has an expected return d 15% and standard deviation asset B has an expected return of20% and standard deviation ofsh. If you were to invest 100% of money in either asset A or B, which one would you choose and why? A) Asset A, low risk B) Asset B, high return C) Asset A, high coefficient of variatio )15% 20 2 5 2