QUESTION 2 The reward-to-volatility ratio is given by. A. the slope of the capital allocation line O B. the second derivative of the capital allocation line O C. the point at which the second derivative of the investor's indifference curve reaches zero O D. the portfolio's excess return QUESTION 3 Treasury bills are paying a 4% rate of return. A risk-averse investor with a risk aversion of A = 6 should invest entirely in a risky portfolio with a standard deviation of 24% only if the risky portfolio's expected return is at least_ A. 8.67% O B. 9.84% O C. 21.28% O D. 14.68%