Q7 1 Point 1. The linear association between a security's expected return and its beta coefficient is the: Choice 1 of 5:market risk premium Choice 2 of 5:security market line. Choice 3 of 5:reward-to-risk ratio. Choice 4 of 5:portfolio risk. Choice 5 of 5:portfolio weight. Q8 1 Point You have a portfolio consisting solely of shares G and share W. The portfolio has an expected return of 13.64%. Share G has an expected return of 8.2% while share W is expected to return 16.2%. What is the portfolio weight of share G? Choice 1 of 5:45% Choice 2 of 5:68% Choice 3 of 5:38% Choice 4 of 5:32% Choice 5 of 5:60% Q9 1 Point A professional fund manager discovers that for a particular group of assets, large positive price changes are always followed by large negative price changes. This finding is a violation of the: Choice 1 of 5:Weak form of the efficient market hypothesis. Choice 2 of 5:Strong form of the efficient market hypothesis. Choice 3 of 5:None of the statements are correct Choice 4 of 5:Semi strong form of the efficient market hypothesis. Choice 5 of 5:Moderate form of the efficient market hypothesis