multiple choice questions

1) An analyst reports the following in a media release. Investment choices available in a market Annual Returns Risk (Standard deviation) Company A 8% 10% Company B 11% 12% Portfolio of A&B 13% 9% Which information do you think is not believable? Information about A only. Information about the portfolio. c. Information about B only. a. Information about both A and B. 2) Perfectly correlated returns move exactly together and have a correlation coefficient of while perfectly correlated returns move in exactly opposite directions and have a correlation coefficient of a positively; +1; negatively; -1 b. negatively; +1; positively: -1 c. positively: -1; negatively; +11 EI d. negatively; -1; positively; +1