DW Co. stock has an annual return mean and standard deviation of 10 percent and 39 percent, respectively. What is the smallest expected loss in the coming year with a probability of 2.5 percent? (Negative value should be indicated by a minus sign. Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places. Omit the "%" sign in your response.) Smallest expected loss % Your portfolio allocates equal funds to the DW Co. and Woodpecker, Inc. DW Co. stock has an annual return mean and standard deviation of 12 percent and 35 percent, respectively. Woodpecker, Inc., stock has an annual return mean and standard deviation of 23 percent and 49 percent, respectively. The return correlation between DW Co. and Woodpecker, Inc., is zero. What is the smallest expected loss for your portfolio in the coming month with a probability of 16 percent? (Negative value should be indicated by a minus sign. Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places. Omit the "%" sign in your response.) Smallest expected loss % You are constructing a portfolio of two assets, Asset A and Asset B. The expected returns of the assets are 11 percent and 15 percent, respectively. The standard deviations of the assets are 23 percent and 31 percent, respectively. The correlation between the two assets is .29 and the risk-free rate is 3 percent. What is the optimal Sharpe ratio in a portfolio of the two assets? What is the smallest expected loss for this portfolio over the coming year with a probability of 1 percent? (Negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your Sharpe ratio answer to 4 decimal places and Probability answer to 2 decimal places. Omit the "%" sign in your response.) Sharpe ratio Smallest expected loss % Consider the following information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is .97. Year 2008 2009 2010 2011 2012 Fund Market Risk-Free -23.60% -44.5% 1% 25.1 21.5 3 14.4 15.4 2 7.0 9.2 6 -2.40 -6.2 2 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.) Sharpe ratio Treynor ratio