please help me

5- 5 A. A risk-averse investor prefers stock Ato stocks C and D. ' E B. Ariskaverse investor prefers stock B to stocks C and E. E C. A risk-averse investor prefers stock D to stocks A and E E D. A risk-averse investor prefers stock C to stocks B and D. - The risk-free rate (r_F) is 4%. You are also given the covariance matrix of the rate of return on stock 1, stock 2, and the market portfolio is: Consider forming a portfolio P that has 75% invested in asset 1 and 25% invested in asset 2. Compute the beta of portfolio P relative to the market (3PM)? A. 1.6 B. 0.8 C. 1.4 D. 1 - Stock X has an expected return of 10% and a standard deviation of 50%. Stock Y has an expected return of 15% and a standard deviation of 40%. The covariance between X and Y is 10%. You want to form a portfolio using stock X and Y that has a standard deviation equal to 45%. Making sure that you invest in an efcient portfolio, what weight should you put on stock X in this portfolio? A. 15% B. 40% C. 4124'? D. 2.4