Question 4 What must be the beta of a portfolio with expected return of the portfolio equal to 20%, if risk free rate is equal to 5% and expected market risk premium equal to 10%? Question 5 The optimal risky portfolio can be identified by finding 1. The minimum-variance point on the efficient frontier 3. The tangency point of the capital market line and the efficient frontier 2. The maximum-return point on the efficient frontier and the minimum-variance point on the efficient frontier 4. The line with the minimum slope that connects the risk-free rate to the efficient frontier