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

X X FINC 326 CAPM and Market Me u-Gi-Oh! Dueling Nexus - Free Deck Search - YGOPRODECK x HWS: CAPM and Market Model ownloads/FINC%20326%20CAPM%20and%20Market%20Model%20Homework%20(1).pdf 2 11. (0.2 point) Dividing Covariance (A, B) by the product of the Standard Deviations of A and of B gives (a) Expected Return of the portfolio. (b) Correlation coefficient (A, B). (c) Variance of the portfolio. (d) Covariance (B,A). 12. (0.2 point) The number of portfolios that can be formed from 20 securities is (a) infinite. (b) 400. (c) 20. (d) 800. 13. (0.2 point) The efficient set of portfolios consists of portfolios that (a) maximize risk for a given level of return. (b) maximize return. (c) minimize return for a given level of risk. (d) minimize risk for a given level of return. 14. (0.2 point) The feasible set of portfolio consists (a) of all possible portfolios of the N securities. (b) only the inefficient portfolios. (c) of a straight line with positive slope. (d) only the efficient portfolios. 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 0. (b) - 1. (c) 0.5. (d) X X FINC 326 CAPM and Market Me u-Gi-Oh! Dueling Nexus - Free Deck Search - YGOPRODECK x HWS: CAPM and Market Model ownloads/FINC%20326%20CAPM%20and%20Market%20Model%20Homework%20(1).pdf 2 11. (0.2 point) Dividing Covariance (A, B) by the product of the Standard Deviations of A and of B gives (a) Expected Return of the portfolio. (b) Correlation coefficient (A, B). (c) Variance of the portfolio. (d) Covariance (B,A). 12. (0.2 point) The number of portfolios that can be formed from 20 securities is (a) infinite. (b) 400. (c) 20. (d) 800. 13. (0.2 point) The efficient set of portfolios consists of portfolios that (a) maximize risk for a given level of return. (b) maximize return. (c) minimize return for a given level of risk. (d) minimize risk for a given level of return. 14. (0.2 point) The feasible set of portfolio consists (a) of all possible portfolios of the N securities. (b) only the inefficient portfolios. (c) of a straight line with positive slope. (d) only the efficient portfolios. 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 0. (b) - 1. (c) 0.5. (d)