QUESTION 17 A portfolio has an excess return of 15.98 % and a standard deviation of 20.14 %. What is the Sharpe Ratio for this portfolio? QUESTION 18 An investment opportunity has 4 possible outcomes. The possible returns in each of these outcomes are -7%, 2.9%, 5.7% and 12.9%. If each of these outcomes is equally likely, what is the risk (as measured by the population standard deviation) of this investment? Provide the answer as a % with 1 decimal rounded off. If your answer is 3.56%, just enter/type "3.6". QUESTION 19 An investment opportunity has 4 possible outcomes. The possible returns in each of these outcomes are -20.6%, -2.7%, 14.7% and 39%. If each of these outcomes is equally likely, what is the Expected Return (as measured by the population mean) of this investment? Provide the answer as a % with 1 decimal rounded off. If your answer is 3.56%, just enter/type "3.6" QUESTION 20 In a universe with two risky assets, A and B, we have the following information Expected Return of A is 11.68%, Standard Deviation of Returns for A is 17.57%, Expected Return of B is 13.6%, Standard Deviation of Returns for B is 24.25% Risk-free rate is 0% and the correlation between the returns of these two assets is 0.41 What is the weight of A in the optimal risky portfolio