Consider the following information:

1. What is the weight of risky assets in a portfolio with a standard deviation of 8%?

A. 46.67%

B. 53.33%

C. -20%

D. -80%

2. What is the weight of risk free asset in a portfolio with a standard deviation of 8%?

A. 46.67% B. 53.33% C. -20% D. -80%

Star portfolio T-Bills Dow Jones Index Expected return 6.2% 3% 10% Standard deviation 7.5% 0 15%