Please can you answer these 10 multiple choice question?

1. In the case of two risky assets (e.9, slocks and bonds), the imvestment opportunity set is a straight line when correlasion is a. equal to 1 . b. equal to -1. c. equal to zero. d. less then 1. 2. In the case of the two risky assets (C.e, stocks and bonds). the pairuise coerelation coefficient has an impact oe; a. only the portfolio nisk b. only the porffolio teturn. c. both the portfolio return and nisk. d. neither the portfolio return nor risk. 3. Bonds have an expected retum of 7% and a standard deviation of 10%. Stocks have an expected retuen of 12% and a standard deriation of 187 . The pairwise correlation betweea the two assets is 0.3. If Luna invests 70\% of her weath in bonds and the remaining wealth in stocks, calculase the portiolio's expected retum (Th). a. 8.5 b. 10.5 c. 9.5 d. 11.5 4. Bonds have an expected retum of 7% and a standard deviabion of 10%. Stocks have an expected retuan of 1244 and a standard deriation of 184 . The painwise cotrelation between the two assets is 0.3. If Luna invests 70\% of her wealth in bonds and the romaining wealth in stocks, calculate the portiolio's standard deviation (4)). a. 10 b. 13.8 c. 11.5 d. 12.6 5. Bonds have an expected retum of 7% and a standacd deviasion of 10%. Stocks have an expected return of 12% and a standard deviation of 18%. The pairwise correlation between the two assets is -1. If Luna invests 64.28% of her wealth in security 1 and the reensining weath in Security 2. the portfolio's standard deviation is \%. a. 0 b. 4 c. 1.6 d. 6.8 3.1.2. Asset Allocation-Complex Scenario - Part 2 6. Consider the case of two risky assets (stocks and bonds) and the nisk thee asset. The tangency portdol Q is the portiolio with 6. Consider the case of two risky assets (stocks and bonds) and the risk free asset. The tangency portiolio is the portfolio with a. the highest slope of the CAL from the risk free asset. b. the highest expected returm. c. the lowest standard deviation. d. a Sharpe fatio that exceeds the market expectation. 7. All investors, regardless of risk tolerance. will prefer the CAL from the risk free asset to tangency portfolio. True or False. a. True b. False 8. Consider the case of two risky assets (stocks and bonds) and the risk free asset. Kumar is more risk averse than Darius. The slope of the CAL. from risk free asset to Kumar's tangency portfolio is the slope of the CAL from the risk free asset to Danius' targency portfolio (since Darius can take on more risk). a. the same as b. higher than c. Iower than 9. Consider the case of two risky assets (stocks and bonds) and the T-BAll. Kumar is more risk averse than Stacey. Therefore, Kumar's tangency portfolio has [lower return, lower risk] attrbute than Stacey's tangency portfolio. a. True b. False 10. Consider the case of two risky assets (stocks and bonds) and the T-Bill. Kumar is more risk averse than Stacey. Therefore, Kumar will allocate less than Stacey in the Tangency Portfolio and more than Stacey in the T-Bill. True or False. a. True b. False