Question 9 (5 points) You managed a risky portfolio with an expected rate of return of 18% and a standard deviation of 58%. The T-bill rate is 2%. Your client hope to achieve an expected return of 15% from his total investment. What proportion of your client's total investment should be invested in the risky portfolio? What is the expected standard deviation of your client's portfolio? 81.25%: 47.13% None of the options are correct O 11.72%; 63.11% 21.55%; 41.88% Question 10 (5 points) You are given the following data: Stock A Expected return Standard deviation 25.00% 73.00% Stock B Expected return Standard deviation 13.00% 8.00% The correlation of Stock A and Stock Bis -0.2. What is the variance of risky portfolio P with 13% in Stock A and the rest in Stock B? 0.0112 0.0672 None of the options are correct 0.0167