I need to get answers of these 6 questions please ASAP!

1. The change from a straight to a kinked capital allocation line reflects:

A) reward-to-volatility ratio decreasing.

B) lending rate exceeding borrowing rate.

C) investors risk tolerance decreasing.

D) increase in the portfolio proportion of the risk-free asset.

For the following 5 questions: You invest $100 in a risky asset with an expected rate of return of 15% and a standard deviation of 15% and a T-bill with a rate of return of 5% (and a standard deviation of 0).

2. What percentages of your money must be invested in the risky asset and the risk-free asset, respectively, to form a portfolio with an expected return of 13%?

1. 20% and 80%
2. 25% and 75%

C) 80% and 20%

D) 75% and 25%

3. What percentages of your money must be invested in the risk-free asset and the risky asset, respectively, to form a portfolio with a standard deviation of 8%?

1. 67% and 33%

B) 53% and 47%

3. 27% and 73%
4. 47% and 53%

4. A portfolio that has an expected return of 23% is formed by

1. borrowing $40 at the risk-free rate and investing the total amount ($140) in the risky asset.
2. borrowing $80 at the risk-free rate and investing the total amount ($180) in the risky asset.
3. borrowing $60 at the risk-free rate and investing the total amount ($160) in the risky asset.
4. borrowing $85 at the risk-free rate and investing the total amount ($185) in the risky asset.

5. The slope of the CAL formed with the risky asset and the risk-free asset is equal to

A) 0.5667.

B) 0.6667.

C) 0.7667

D) 0.4667.

6. Given the capital allocation line, an investor's optimal complete portfolio is the portfolio that

A) maximizes expected return

B) minimizes standard deviation risk

C) maximizes both risk and return

D) maximizes expected utility