Given the following expectations for return, risk and correlation: E ( r ) sb Portfolio S 0.1 0.39 -0.25 Portfolio B 0.04 0.2 Risk-free 0.035 An optimal portfolio of S and B has been calculated to contain 0.35 stocks, i.e. portfolio S (out of a possible 100% or 1.0). What would be the standard deviation of the optimal portfolio from S and B?

0.1791

0.1883

0.1727

0.1633

0.1985

iven the returns, risk, and correlation: E (r) SB Portfolio S 0.18 0.22 -0.06 Portfolio B 0.105 0.15 Risk-free 0.065 What is the weight of Portfolio B for the minimum-variance portfolio?

0.6011

0.6240

0.5621

0.6730

0.6420