QUESTION 11 An investor for a portfolio out of two risky sets. The correlation coefficient between these two sea 0.9. Which of the following terbar! There are diversification bence the portfolio Mandard deviation is higher than the weighted average stunded deviation of the two ruky www. There are no diversification benefits the portfolio Standard deviation is higher than the weighted average standard deviations of the two risky a There are diversification benefits: the portfolio standard deviation is lower than the weighted average standard deviations of the warisky There are no diversification benefits the portfolio standard deviation is the same as the weighted wenige standards of the two risky QUESTION 12 Investors can invest in a risk-free astet und a rinky portfolio constructed out of risky Sun is merisk weetha Bolsas de make the portfolio choice. Which of the following statement is true Sara and Brian will pick the same timarisky portfolio Suru's optimal risky portfolio will have a lower card deviation compared to that of ta' Sara's optimal complete portfolio has a higher Share to than that of Brian's Compared to Brinn, Sara patsammalle fraction of her livestment money into the free QUESTION 13 There are there to vallable to investor ) ockfind with expected of 15 do 22 ) bod with an 10% and 3) a risk-free asset with a return of 5%. The core beween the stock and the Mary If Mary invest 3 of her portfolio wealth in the stock fund and 97% in the bed and she is that the 6. Mary west 100% of her peetfolio win the boten tur is the expected to and standard de teinuller po03