The following graph shows the set of portfolio opportunities for a multiasset case. The point Pre corresponds to a risk-free asset, the red curve BME is the efficient frontier, the shaded area under the efficient frontier represents the feasible set of portfolios of risky assets, and the yellow curves I, and I 2 are indifference curves for a particular investor. EXPECTED RATE OF RETURN (Percent) RISK (Portfolio's standard deviation) The points on the line rryMZ represent: Portfolios that are dominated by any portfolio at any point on the efficient frontier BME Portfolios with the smallest degree of risk for a given expected return The best attainable combinations of risk and return Portfolios that are dominated by portfolio A Which of the following is the correct expression for the Capital Market Line? O M = rrf + [Cfp - PRF) / Om] X Op fp = rri + [CM - FRF) / om] o ip = rrf + [CM - rrf) / Om] x Op O p = [(m - ref) / Om] x op - 15%, and the Suppose that the return on the risk-free asset is TRF - 10%, the return on the market portfolio istu -15%, the market risk iso portfolio risk is op - 10%. Then the expected rate of return on an efficient portfolio equals Generally, a riskier portfolio would have rate of return 14.95% OprRF + [CM - TRF) / OM] OT, - TRF+OM - TRF) / OM] Op = [lu - PRP)/2] X Op 13.30% 20.00% 18.30% -15%, the market risk is om = 15%, and the Suppose that the return on the risk-free asset is TRF-10%, the return on the market port! portfolio risk is d, 10%. Then the expected rate of return on an efficient portfolio equals Generally, a riskier portfolio would have rate of return. O p = [(M - PRF) / Om] x op a lower Suppose that the return on the risk-free the same = 10%, the return on the market portf portfolio risk is op = 10%. Then the exp return on an efficient portfolio equals a higher Generally, a riskier portfolio would have che rate of return