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4 are evaluating various investment opportunities currently available and you have calculated expected returns and standard deviations for five different wellversified portfolios of risky assets: a. For eech portfolio, calculate the risk premlum per unit of risk that you expect to receive ([E(R)RFR]/). Assume that the risk-free rate is 5.0 percent. Aound vour answers to four decimal plsces. Q. Ri 5 Tf U: b. Using your computations in Pert (a), explain which of these five portfolios is most likely to be the market portfofio. Round your answer to four decimat places. Portfolio has the retio of risk premium per unit of risk, of these five portfolios so it is most likely the market. portfolio. Choose the correct CML graph. The correct oraph is C. Capital market Line c. If you are only willing to make an investment with =6.9%, is it possible for you to earn a return of 6.9 percent? Do not round intermediate calculations. Round your answer to one decimal place. Expected portfolio return: It. possible to earn an expected return of 6.9% with a portfolio whose standard deviation is 6.9%. d. What is the minimum level of risk that would be necessary for an investment to earn 6.9 percent? Do not round intermediate calculations. Round your answer to one decimal place. % What is the composition of the portfolio along the CML that will generate that expected return? Round your answers to four decimal places. What? Witik-free astet: e. Suppose you are now willing to make an investment with =17.8%. What would be the investment proportions in the riskless asset and the market portfolio for this dortfolio? Use a minus sign to enter negative values, if any. Round your answers to four decimal places. Wharr: Wiask-tren biset: What is the expected return for this portfolio? Round your answer to one decimal place. 4 are evaluating various investment opportunities currently available and you have calculated expected returns and standard deviations for five different wellversified portfolios of risky assets: a. For eech portfolio, calculate the risk premlum per unit of risk that you expect to receive ([E(R)RFR]/). Assume that the risk-free rate is 5.0 percent. Aound vour answers to four decimal plsces. Q. Ri 5 Tf U: b. Using your computations in Pert (a), explain which of these five portfolios is most likely to be the market portfofio. Round your answer to four decimat places. Portfolio has the retio of risk premium per unit of risk, of these five portfolios so it is most likely the market. portfolio. Choose the correct CML graph. The correct oraph is C. Capital market Line c. If you are only willing to make an investment with =6.9%, is it possible for you to earn a return of 6.9 percent? Do not round intermediate calculations. Round your answer to one decimal place. Expected portfolio return: It. possible to earn an expected return of 6.9% with a portfolio whose standard deviation is 6.9%. d. What is the minimum level of risk that would be necessary for an investment to earn 6.9 percent? Do not round intermediate calculations. Round your answer to one decimal place. % What is the composition of the portfolio along the CML that will generate that expected return? Round your answers to four decimal places. What? Witik-free astet: e. Suppose you are now willing to make an investment with =17.8%. What would be the investment proportions in the riskless asset and the market portfolio for this dortfolio? Use a minus sign to enter negative values, if any. Round your answers to four decimal places. Wharr: Wiask-tren biset: What is the expected return for this portfolio? Round your answer to one decimal place