These were never answered from yesterday. I need an answer today as soon as possible. You are considering investing $2,600 in a complete portfolio. The complete portfolio is composed of Treasury bills that pay 4% and a risky portfolio, P, constructed with two risky securities, X and Y. The optimal weights of X and Y in P are 60% and 40% respectively. X has an expected rate of return of 16%, and Y has an expected rate of return of 11%. To form a complete portfolio with an expected rate of return of 8%, you should invest approximately __________ in the risky portfolio. This will mean you will also invest approximately __________ and __________ of your complete portfolio in security X and Y, respectively.

Options:

1) 50%; 30%; 20%

2) 27%; 44%; 29%

3) 0%; 60%; 40%

4) 40%; 24%; 16%

You find that the annual Sharpe ratio for stock A returns is equal to 1.99. For a 2-year holding period, the Sharpe ratio would equal _______.

Options:

1) 2.81

2) 2.83

3) 0.71

4) 1.41