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(d) Suppose you are given the following information: Portfolio Expected Standard deviation, return.(%) (%) T-bills 4 0 A 10 11 B 18 16 23 18

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(d) Suppose you are given the following information: Portfolio Expected Standard deviation, return.(%) (%) T-bills 4 0 A 10 11 B 18 16 23 18 D 24 20 E 25 25 i. Using the information, plot the CAL. (5 marks) ii. Which is the optimal risky portfolio? State your reason. (1 marks)

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