en aning Time: 1 hour, 21 minutes, 34 seconds. Question Completion Status: QUESTION 1 The risk free rate is 5%. The expected return of the market portfolio is 10% and the volatility of the market portfolio' la 12. The world of 16%. According to the Capital Asset Pricing Model, the expected return of IBM is O 11.67% O 10% Not enough information is provided O 896 QUESTION 2 Asset A has an expected return of 20% and return standard deviation of 18%. Aset has an expected return of 23 and roman death of the on the risk-free set is 5%. If a risk-averse investor can only pick one risky set to hold in conjunt with the rise which in the pic One B He is indifferent between set A and asset aset A The answer cannot be determined from the data given