Question 1 (1 point) The set of efficient portfolios with 1 risky asset and 1 risk-free asset is found to be: The straight line through the risk-free rate and the risky asset. The tangency of the indifference curves with the efficient frontier. The tangency line through the risk-free rate and the bullet-shaped efficient frontier, formed from the risky asset only. None of the above. Question 2 (1 point) What is the efficient frontier with 2 risky assets and 1 risk-free assets? It is a straight line through the risk-free rate and the point that denotes the average of the two risky assets. It is a straight line through the risk-free rate and the portfolio of assets 1 and 2 with the highest expected return. It is a straight line through the risk-free rate and the portfolio of assets 1 and 2 with the lowest standard deviation. It is a straight line through the risk-free rate and the portfolio of assets 1 and 2 that has the highest Sharpe ratio