show work on paper for problems that need it please

11. (0.2 point) Dividing covariance (A, B) by the product of the Standard deviations of A and of B gives (a) Expected Return of the portfolio. (b) Correlation coefficient (A, B). (c) Variance of the portfolio. (d) Covariance (B,A). 12. (0.2 point) The number of portfolios that can be formed from 20 securities is (a) infinite. (b) 400. (c) 20. (d) 800. 13. (0.2 point) The efficient set of portfolios consists of portfolios that (a) maximize risk for a given level of return. (b) maximize return. (c) minimize return for a given level of risk. (d) minimize risk for a given level of return. 14. (0.2 point) The feasible set of portfolio consists (a) of all possible portfolios of the N securities. (b) only the inefficient portfolios. (c) of a straight line with positive slope. (d) only the efficient portfolios. 15. (0.2 point) When plotting the risk/return relationships for possible portfolios of two securities, the lowest standard deviation of the portfolio possibilities would occur if the correlation were 0. (b) - 1. (c) 0.5. (d) 1. 16. (0.2 point) Plotting any possible risk/return relationships between two securities will result in a: (a) triangle. (b) straight line. (c) trapezoid. (d) series of concentric lines. (e) circle. 17. (0.3 point) You have developed a market model with a forecasted market return of 15% and an intercept of 61. A security with a beta of 0.8 would have an expected return of (a) 21.01. (b) 18.01. (c) 12.8. (d) 16.81. IE 18. (0.3 point) Your market model has an intercept of 4%, and you forecast a market return of 10%. your security has a beta of 1.3 and has an actual return of 12, the error term is (a) -8.31. (b) -5.01. (c) 3.28. (d) 4.68. 19. (0.2 point) For the market model, each security's error term is assumed to (a) have the same standard deviation. (b) have an expected value of 100%. (c) be in a flat distribution. (d) have an expected value of 0. (e) be known with certainty. 20. (0.2 point) The more positive the slope is for a security's market model (a) the more defensive the security. (b) the lower the risk-free return. (c) the less risky the security. (d) the more the market return can change without affecting the security's return. (e) the more sensitive the security's return is to that in the market