In Exhibit below, the risk and return of the points marked are as follows: Point Return Risk ABCDEPO 15% 10% 11% 10% 15% 30% 25% 30% F 4% 0% 16% 17% G (gold) 10% 30% Expected Return(%) 25.00 20.00 Stocks . 15.00 10.00 5.00 F 0.00 + 0 10 20 Standard Deviation(%) Exhibit Optimal CAL 5G Gold 30 40