Q1. Stock X has a standard deviation of 13% and stock Ys standard deviation is 18%. The portfolio has exhibited a standard deviation of 10% when 65% of the funds were allocated in Stock X. What is the expected covariance between stocks X and Y?

Select one: a. -0.21 b. -0.10 c. -0.95 d. -24.40

Q2. The set of portfolios with the maximum rate of return for every given risk level is known as the optimal frontier.

Select one: a. False b. True