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Quessen 18 Please use the following information for this question. Assets Return standard deviation Marked out of 1.00 Flag question 0.15 where M refers to the market portfolio. If the correlation between retums of asset X and market portfolio is 0.3, what is CAPM beta of asset X? Please round your calculation to the nearest 2nd decimal and fill in the calculated number below Answer 0.45 Question 19 Please use the following information for this question Assets Expected return 0.06 Beta 04 Flag queston 0.15 where M refers to the market portfoio, and al other assets not isted in the above table are fairly priced according to CAPM The risk-tree rate is 0.05. Which statement below about the opirnal risky portfolo of an investor with mean-variance preference is true? Select one 0 A In addition to the market portfolio, it should long on asset X and short on asset Y O B In addition to the market porttolio, it should short on asset X and long on asset Y O C In addition to the market portfolio, should long on both asset X and asset Y D In addtion to the market portfoao, should short on both asset X and asset Y O E It shoukd include the market portfolio only, as o 06 and 0 19 are fair expacted returns for assets X and Y respectively Question 20 There are three risky assets described by the table below: Asset Expected return Return standard deviation 8.00% 5.00% 3,00% Marked out of 1.00 P Flag question 15.00% 12.00% 9.00% There are tree investors X Y and Z whose preferences represented by the utility unction = E r Sao, where is the risk aversion coefficient, and s lowest for x and highest for Z. The risk-free rate is 3%. If they have to form a complete portfolio of the risk-free asset and one of the three risky assets, which risky portfolio s) will be picked by investors X, Y and Z respectively