QUESTION 14 Size anomaly (the fact that one can make positive alphas by buying small stocks and shorting large stocks) is evidence against O technical analysis the semi strong-form efficient market hypothesis, fundamental analysis. O active portfolio management, QUESTION 15 Suppose investors can invest in a risk-freeassel and risky portfolio formed out of 2 risky. Which of the following statement is true according to portfolio theory? All investors choose the same optimal risky portfolio The optimal risky portfolio has the smallest standard deviation All investors will put 100% of their portfolio wealth in the optimal risky portfolio The optimal risky portfolio has the highest expected retum. QUESTION 16 What is the standard deviation of a portfolio of two stocks given the following data Stock A has a standard deviation of 20% Stock Bhas a stand deviation of the The portfolio contains 50% of stock A, and the correlation coefficient between the two stocks 03. 12.2% 8.95% 15.69 14.56% QUESTION 17 Chama cha Alta