Copy of Stock A Stock B Portfolio portfolio RF = 7% Portfolio allocation allocation Mean % Return Standard Dev % Risk Sharpe Ratio 1 1096 9096 29 12.64 1.74 2 2096 8096 28 11.38 3 3096 7096 27 10.25 4 4096 6096 26 9.3 2.04 5096 5096 25 8.6 2.09 6 6096 4096 24 8.21 2.07 7 7096 3096 23 8.16 1.96 8 8096 2096 22 8.48 1.77 9 9096 1096 21 9.11 1.54 Use the table above to answer the question. Which portfolios make up the efficient frontier? O 1-7 7-9 5-9 O 1-4 Stock A Stock B Portfolio portfolio RF = 7% Portfolio allocation allocation Mean % Return Standard Dev % Risk Sharpe Ratio 1 1096 9096 29 12.64 1.74 N 2096 8096 28 11.38 3 3096 7096 27 10.25 4 4096 6096 26 9.3 2.04 5 5096 5096 25 8.6 2.09 6 6096 4096 24 8.21 2.07 7 7096 3096 23 8.16 1.96 8 8096 2096 22 8.48 1.77 9 9096 1096 21 9.11 1.54 Use the table above to answer the question. If the risk free rate is 7 percent, which is the tangent portfolio to mix with ownership of treasury securities? The tangent portfolio is 4 The tangent portfolio is 5 The tangent portfolio is 6 The tangent portfolio is 7 Copy of Stock A Stock B Portfolio portfolio RF = 7% Portfolio allocation allocation Mean % Return Standard Dev % Risk Sharpe Ratio 1 1096 9096 29 12.64 1.74 2 2096 8096 28 11.38 3 3096 7096 27 10.25 4 4096 6096 26 9.3 2.04 5 5096 5096 25 8.6 2.09 6 6096 4096 24 8.21 2.07 7 7096 3096 23 8.16 1.96 8 8096 2096 22 8.48 1.77 9096 1096 21 9.11 1.54 Use the table above to answer the question. How much is the Sharpe ratio for portfolio #2? 1.80 1.90 1.85 O 1.95