Please answer these questions through excel if calculations are neccesary in the question! Show all formulas. IF YOU ARE NOT GOING TO USE EXCEL, DO NOT ANSWER

15. (0.2 point) When plotting the risk/return relationships for possible portfolios of two securities, the lowest standard deviation of the portfolio possibilities would occur if the correlation were (a) 0. (b) - 1. (c) 0.5. (d) 1. 16. (0.2 point) Plotting any possible risk/return relationships between two securities will result in a: (a) triangle. (b) straight line. (c) trapezoid. (d) series of concentric lines. (e) circle. 17. (0.3 point) You have developed a market model with a forecasted market return of 15% and an intercept of 61. A security with a beta of 0.8 would have an expected return of (a) 21.08. (b) 18.08. (c) 12.8. (d) 16.88. IE 18. (0.3 point) Your market model has an intercept of 4t, and you forecast a market return of 10%. your security has a beta of 1.3 and has an actual return of 12, the error term is (a) -8.39 (b) -5.01. (c) 3.2. (d) 4.68. 19. (0.2 point) For the market model, each security's error term'is assumed to (a) have the same standard deviation. (b) have an expected value of 100$. (c) be in a flat distribution. (d) have an expected value of 0. (o) be known with certainty. 20. (0.2 point) The more positive the slope is for a security's market model (a) the more defensive the security. (b) the lower the risk-free return. (c) the less risky the security. (d) the more the market return can change without affecting the security's return. (e) the more sensitive the security's return is to that in the market. 15. (0.2 point) When plotting the risk/return relationships for possible portfolios of two securities, the lowest standard deviation of the portfolio possibilities would occur if the correlation were (a) 0. (b) - 1. (c) 0.5. (d) 1. 16. (0.2 point) Plotting any possible risk/return relationships between two securities will result in a: (a) triangle. (b) straight line. (c) trapezoid. (d) series of concentric lines. (e) circle. 17. (0.3 point) You have developed a market model with a forecasted market return of 15% and an intercept of 61. A security with a beta of 0.8 would have an expected return of (a) 21.08. (b) 18.08. (c) 12.8. (d) 16.88. IE 18. (0.3 point) Your market model has an intercept of 4t, and you forecast a market return of 10%. your security has a beta of 1.3 and has an actual return of 12, the error term is (a) -8.39 (b) -5.01. (c) 3.2. (d) 4.68. 19. (0.2 point) For the market model, each security's error term'is assumed to (a) have the same standard deviation. (b) have an expected value of 100$. (c) be in a flat distribution. (d) have an expected value of 0. (o) be known with certainty. 20. (0.2 point) The more positive the slope is for a security's market model (a) the more defensive the security. (b) the lower the risk-free return. (c) the less risky the security. (d) the more the market return can change without affecting the security's return. (e) the more sensitive the security's return is to that in the market