10. (1.25 points) Based on the table above, Rf = 0.06%, and your clients risk aversion factor A = 30, what should be the suggested allocation into the ORP and into Rf security for your client?

a. 0.15 and 0.85

b. 0.28 and 0.72

c. 0.34 and 0.66

d. 0.45 and 0.55

e. 0.61 and 0.39

11. (1.25 points) Based on the table above, if your client decides to invest 65% of their money into ORP and 35% into Rf security, what would be the expected return of that combination (Rf = 0.06%)?

a. 2.70%

b. 2.56%

c. 1.79%

d. 1.45%

e. 1.23%

12. (1.25 points) Based on the table above, if your client decides to invest 65% of their money into ORP and 35% into Rf security, what would be the standard deviation of that combination (Rf = 0.06%)?

a. 7.24%

b. 5.05%

c. 4.87%

d. 2.22%

e. 1.19%

13. (1.25 points) Based on the table above, if your client decides to invest 65% of their money into ORP and 35% into Rf security, what would be the variance of that combination (Rf = 0.06%)?

a. 0.00076

b. 0.00049

c. 0.00031

d. 0.00012

e. 0.00011

Chegg study questions Q Search in Document Home Insert Design Layout References Mailings Review View Share Times New Ro 10 , A-A-A- , 1-1, - T aBeEABbceDdE AaBbccDc AaBbCcDd Aab ABbcDdk O Paste No Specing Heading1 Heading2 Subtitle Pane sharpe w Ratio PPL INTC RP) VarP) St.Dev.(P 0.39731 0.4732 0.9 0 1.7196 0.0018096 4.25% 0.1 1.83% 0.0014691 3.83% 0.54841 0.8 0.2 1.95% 0.0012481 3.5396 0.6086 0.7 0.3 2.0896 0.0011465 3.39% 0.6086 0.7 0.6401 0.6 0.4 2.2096 0.0011645 3.4196 0.6397 0.5 0.5 2.33% 0.0013019 3.61% 2.45% 0.0015588 3.95% H | 0.5809 0.3 0.71 2.5796 0.0019352 4.40% 0.5433 0.2 0.8 2.7096 0.0024310 4.9396 0.5078 0.1 0.9 2.8296 0.0030464 5.5296 0,4759 2.9496 0.0037812 6.15% Page 1 of1 0 Words English (US) +Focus- Chegg study questions Q Search in Document Home Insert Design Layout References Mailings Review View Share Times New Ro 10 , A-A-A- , 1-1, - T aBeEABbceDdE AaBbccDc AaBbCcDd Aab ABbcDdk O Paste No Specing Heading1 Heading2 Subtitle Pane sharpe w Ratio PPL INTC RP) VarP) St.Dev.(P 0.39731 0.4732 0.9 0 1.7196 0.0018096 4.25% 0.1 1.83% 0.0014691 3.83% 0.54841 0.8 0.2 1.95% 0.0012481 3.5396 0.6086 0.7 0.3 2.0896 0.0011465 3.39% 0.6086 0.7 0.6401 0.6 0.4 2.2096 0.0011645 3.4196 0.6397 0.5 0.5 2.33% 0.0013019 3.61% 2.45% 0.0015588 3.95% H | 0.5809 0.3 0.71 2.5796 0.0019352 4.40% 0.5433 0.2 0.8 2.7096 0.0024310 4.9396 0.5078 0.1 0.9 2.8296 0.0030464 5.5296 0,4759 2.9496 0.0037812 6.15% Page 1 of1 0 Words English (US) +Focus