10. A portfolio with a 20% standard deviation generated a return of 12% last year when T-bills were paying 3%. This portfolio had a Sharpe measure of_------------. What is the risk premium?

11. An investor invests 80% of her wealth in a risky asset with an expected rate of return of 15% and a standard deviation of 20% and she puts 20% in a Treasury bill that pays 3%. Her portfolio's expected rate of return and standard deviation are __________ and __________ respectively. What is the slope of the capital allocation line?

12. You put half of your money in a stock portfolio that has an expected return of 10% and a standard deviation of 25%. You put the rest of you money in a risky bond portfolio that has an expected return of 4% and a standard deviation of 15%. The stock and bond portfolio have a correlation 0.20. The expected return and the standard deviation of the resulting portfolio will be ________________ and _____________________.