help i dont need number 16answer. can you show me how to solve the rest these problems on paper

(d) 15. (0.2 point) When plotting the risk/return relationships for possible portfolios of two securities, the lowest standard deviation of the portfolio possibilities would occur if the correlation were (a) 0. (b) - 1. (c) 0.5. 1. 16. (0.2 point) Plotting any possible risk/return relationships between two securities will result in a: (a) triangle. (b) straight line. (c) trapezoid. (d) series of concentric lines. (e) circle. 17. (0.3 point) You have developed a market model with a forecasted market return of 15% and an intercept of 68. A security with a beta of 0.8 would have an expected return of (a) 21.08. (b) 18.08. (c) 12.88. (d) 16.8%. If 18. (0.3 point) Your market model has an intercept of 4%, and you forecast a market return of 10%. your security has a beta of 1.3 and has an actual return of 12, the error term is (a) -8.38. (b) -5.08. (c) 3.2%. (d) 4.68