I need answers by today 9/5/16 at 7:30 AM Eastern Standard Time

An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 15% and a standard deviation of return of 29%. Stock B has an expected return of 10% and a standard deviation of return of 14%. The correlation coefficient between the returns of A and B is .5. The risk-free rate of return is 5%. The proportion of the optimal risky portfolio that should be invested in stock B is approximately _________.

options:30% 52% 70% 48%

Treasury bills are paying a 10% rate of return. A risk-averse investor with a risk aversion ofA= 3 should invest entirely in a risky portfolio with a standard deviation of 27% only if the risky portfolio's expected return is at least ______.

Options: 31.87%17.29%10.62%11.87%

You are considering investing $2,600 in a complete portfolio. The complete portfolio is composed of Treasury bills that pay 4% and a risky portfolio,P, constructed with two risky securities, X and Y. The optimal weights of X and Y inPare 60% and 40% respectively. X has an expected rate of return of 16%, and Y has an expected rate of return of 11%. To form a complete portfolio with an expected rate of return of 8%, you should invest approximately __________ in the risky portfolio. This will mean you will also invest approximately __________ and __________ of your complete portfolio in security X and Y, respectively.

Options:

50%; 30%; 20%40%; 24%; 16%0%; 60%; 40%27%; 44%; 29%

You find that the annual Sharpe ratio for stock A returns is equal to 1.99. For a 2-year holding period, the Sharpe ratio would equal _______.

Options:

2.83

2.81

1.41

0.71