Q1 5 Points Consider the case of two risky and one risk-free asset: E(TA) = 0.08, E(TB) = 0.15 A = 0.03.08 = 0.10 Tj = 0.06 p=0.5 (correlation between A and B returns) Weight in A E(Tp) Op Sharpe Ratio 0 0.15 0.100 0.90 0.25 K L M 0.50 0.12 0.059 0.93 0.75 0.10 0.041 0.91 1 0.08 0.030 0.67 Q1.1 1 Point What is the missing value K. Round to the second decimal, enter your answer in x.xx form. Enter your answer here Q1.2 1 Point What is the missing value L. Round to the third decimal, enter your answer in x.xxx form. Enter your answer here Q1.3 1 Point What is the missing value M. Round to the second decimal, enter your answer in x.xx form. Enter your answer here Q1.4 1 Point Identify the optimal portfolio by specifying weight in A. Enter your answer in x.xx form. Enter your answer here Q1.5 1 Point You create a complete portfolio C by investing 60% of your assets in the Optimal Portfolio. What is the expected return on your complete portfolio? Round to the second decimal, enter your answer in x.xx form. Enter your answer here