Please answer the following questions. 1. An investor wants to hold portfolio A as shown on the plot below. Suppose that short sales are allowed and R = 0.001. Suggest a better investing strategy. Note: Point G on the plot is the point of tangency 0.04 0.03 Return 0.02 0.01 0.00 0.00 0.05 0.10 0.150.200.250.30 Risk Risk 2. Which one of the following portfolios cannot lie on the efficient frontier as described by Markowitz? Please explain your answer. Portfolio Expected return (%) Standard deviation (%) 15 Y 3. Suppose all stocks have E(R) = 15%, o = 60%, and common correlation coefficient p = 0.5. What are the expected return and standard deviation of an equally weighted portfolio of n = 25 stocks? 4. Refer to question (3). What is the smallest number of stocks necessary to generate a portfolio with standard deviation of at most 43%? 5. Refer to question (3). As n gets larger, is it true that op = ove ? Please explain your