please help me to correct these questions. thank you

You are an active portfolio manager for a large hedge fund. The overall return on your portfolio for the year is 35 percent. What is your fund's alpha if the the risk-free rate is 5 percent, the Beta for you portfolio is 1.50 and the market risk premium is 10 pertent? QUESTION 14 Consider the price paths ofthe following stocks overa six-month period: \"mmmm _Ia-mIE-IE_IE- None ofthese stocks pay dividends. Assume that you are an investor with the disposition effect and you bought each ofthese stocks in January. Suppose that it is currently the end ofjune, which stocks are you most inclined to hold? i.Taggart Transcontinental 2. Rearden Metal 3. Wyatt Oil 4. Nielson Motors (3 4only O 2 and 4 only 0 'l and 3 only 0 1 only QUESTION 15 What range of values can the correlation coefficient take? 0 zero to +1 @ -1 to M O -innityto +innity 0 zero to +innity QUESTION 16 Considertwo stocks X and Vwith tne following expected returns (in percent) and standard deviations. How mucn ofyour $10,000 total investment should you invest in stock Y ifyou would like a portfolio with an expected return of'iB percent? Stock Expected return Standard deviation X 10 25 V 20 50 QUESTION 18 Which of the following is NOT true regarding individual investor behavior? 0 Individual investors fail to diversify their portfolios adequately. 0 Individual investors' portfolios consistently outperform the market averages. O A vast majority of individual investors hold fewer than 'IO stocks in their portfolio. 0 Employees tend to overinvest in their company's own stock. QUESTION 19 An individual's desire for intense risktaking experiences is known as: O herd seeking. @ sensation seeking. O phenomenon seeking. O rational expectations seeking. QUESTION 21 Considertwo stocks X and Y with the following expected returns (in percent) and standard deviations How much ofyour $10,000 total investment should you invest in stotk Y ifyou would like a portfolio with zero risk and the correlation between the two stocks is -1 (perfectly negatively correlated)? Stotk Expected return Standard deviation X it] 30 Y 20 50 QUESTION 22 Which of the following investments had the smallest uctuations in overall return over the past eighty years? Treasury Bills 0 Corporate bonds 0 Small stocks 0 S&P 500 QUESTION 23 Suppose you invest a total amount of $20,000 by purchasing 200 shares ofAbbott Labs (ABT) at $50 per share, 200 shares of Lowes (LOW) at $30 per share. and 100 shares of Bali Corporation (BLL) at $40 per share. The weight on Abbott Labs in your portfolio is: O 20 percent 0 30 percent 0 40 percent 50 percent QUESTION 24 For a portfolio with Nestocks, the formula for portfolio variance contains: N variance terms. 0 (N2 , N) variance terms. 0 N l 2 variance terms. 0 (N 5) variance terms. QUESTION 26 As the number of stocks in a portfolio is increased: 0 the variance ofthe portfolio increases. 0 the standard deviation of the portfolio increases. 0 the standard deviation of the portfolio decreases. O the variance ofthe portfolio becomes negative. QUESTION 27 Which of the following investments offered the lowest overall return over the past eighty years? 0 Treasury Bills 0 Corporate bonds 0 S&P 500 0 Small stocks QUESTION 28 0 Investors that suffer from a familiarity bias: 0 tend to overestimate the precision oftheir knowledge. 0 invest in the same stocks that their friends or family recommend. 0 prefer not to invest in companies they are familiar with. favor investments in companies they are familiar with. QUESTION 29 Suppose that you currently have $250,000 invested in a portfolio with an expected return of i 2 percent and a standard deviation of 1 0 percent. The riskafree rate of interest is 5 percent. The Sharpe ratio for your portfoiio is