Question 14 5 pts A portfolio contains a risky asset and a risk-free asset. The risky asset has an expected return of 8% and a standard deviation of 4%. The risk-free asset has an expected return of 2%. Assume you invest 30% of your wealth in the risky asset. What is the standard deviation of this portfolio? 28% 4% 10% 1.2% Question 15 5 pts What percentages of your money must be invested in the risky asset and the risk-free asset, respectively, to form a portfolio with an expected return of 15%? Assume the expected return of the risky asset and the risk-free asset are 19% and 2%, respectively. 76.5% (risk-free) and 23.5% (risky) 62.5% (risky) and 37.5% (risk-free) 76.5% (risky) and 23.5% (risk-free) 62.5% (risk-free) and 37.5% (risky) Question 16 5 pts Assume you have a portfolio of two risky assets. You invest 20% of your total wealth in the first asset. Assets 1 and 2 have an expected return of 6% and 4%, respectively. What is the expected return of your portfolio? 5.4% 1.2% 3.2% 4.4% Question 17 5 pts A portfolio contains a risky asset and a risk-free asset. The risky asset has an expected return of 6% and a standard deviation of 2%. The risk-free asset has an expected return of 4%. Assume you invest 40% of your wealth in the risky asset. What is the standard deviation of this portfolio? 1.8% 8% 2.3% 0.8%