please answer question 1 subparts

I. Efficient Two Asset Portfolios Assume that the expected return on asset 1 is 5% andl the expect The standard deviation of asset 1 is 3.0% and 1.5% for asset 2. Assume the correlation of both assets is-0.5 d return on asset 2 is 4% un w2 ElRp] p Sharpe lhe portfolio standard deviation in the tirst row is: (a) 1.0; (b) 0.2; (c) 3.0; (d) -1.0; The portfolio standard deviation in the second row is: (a) 5.12; (b) 4.33; (c) 6.29; (d) h The portfolio standard deviation in the third row is: (a) 1.30; (b) 3.45; (c) 4.29; (d) 5.67; L The portfolio standard deviation in the fourth row is: (a) 1.67; (b) 4.00; (c) 3.97; (d) 1 The portfolio standard deviation in the fifth row is: (a) 1.25; (b) 3.5; (c1.50; (d) 6.29 Assume that the risk free rate of return is 0% k The Sharpe ratio in the first row is (a) 1.67; (b) 0.23; (c) 3.01; (d) -1.00; The Sharpe ratio in the second row is: (a) 2.28; (b) 4.33; (c) 6.29; (d) 8.23; M The Sharpe ratio in the third row is: (a) 1.30; (b) 3.46; (c) 4.29; (d) 5.67; 2 The Sharpe ratio in the fourth row is: (a) 1.67; (b) 4.28; (c) 3.97; (d) 0.99; The Sharpe ratio in the fifth row is: (a) 1.50; (b) 3.59; (c) 2.20; (d) 2.67; What is the weight on asset 1 in the maximum Sharpe ratio portfolio (a) -0.50; (b) 0.15; (c) 0.30; (d) -0.25; Q What is the weight on asset 2 in the mnum variance portfolio: (a) 0.71; (b) 0.25; (c) 0.35; (d) -0.35; 2 RWhy is the point 1.0 not on the efficient frontier: (a) it is never optimal to hold 100% of your money in a single asset; (b) all portfolios with negative variances require holdings of both assets; (c) the portfolio is stochastically dominated; (d) it is on the frontier