Which of the following is/are the assumption(s) of the Capital Asset Pricing Model? [note: this is a multi-select question; there may be more than one correct answers; select all the correct answers] There are no taxes and no transaction costs All investors have same amount to invest All investors have identical expectations All investors are price takers Question 7 (1 point) Say you have $10,000 to invest and you invest $4,000 in stock A and rest in stock B. You know that the expected returns of stocks A and B are 0.2 and 0.1, respectively. If the correlation coefficient between the returns of the two assets is 0.67, find out the expected portfolio return. 14% Can not be determined 16% 15% You invest 60% of your money in SPY and rest in Treasury Bill. SPY is expected to give an annual return of 9% while the annual T-bill rate is 0.5%. If the variance of the SPY's return is 11%, find out the total return and the risk of your investment. Assume Treasury Bill to be risk-free. Can not be determined 5.6\% 19.90\% 3.96% Which of the following is/are the assumption(s) of the Capital Asset Pricing Model? [note: this is a multi-select question; there may be more than one correct answers; select all the correct answers] There are no taxes and no transaction costs All investors have same amount to invest All investors have identical expectations All investors are price takers Question 7 (1 point) Say you have $10,000 to invest and you invest $4,000 in stock A and rest in stock B. You know that the expected returns of stocks A and B are 0.2 and 0.1, respectively. If the correlation coefficient between the returns of the two assets is 0.67, find out the expected portfolio return. 14% Can not be determined 16% 15% You invest 60% of your money in SPY and rest in Treasury Bill. SPY is expected to give an annual return of 9% while the annual T-bill rate is 0.5%. If the variance of the SPY's return is 11%, find out the total return and the risk of your investment. Assume Treasury Bill to be risk-free. Can not be determined 5.6\% 19.90\% 3.96%