Given the following expectations for return, risk and correlation: E(r) o psb Portfolios 0.22 0.17 -0.25 Portfolio B 0.15 0.06 Risk-free 0.075 An optimal portfolio of S and B has been calculated to contain 0.35 stocks, i.e. portfolio 5 (out of a possible 100% or 1.0). What would be the standard deviation of the optimal portfolio from S and B? 0 0.0592 O 0.0572 O 0.0518 0 0.0625 0 0.0521 Given the returns, risk, and correlation: E (r) o PSB Portfolio S 0.145 0.42 -0.41 Portfolio B 0.07 0.12 Risk-free 0.045 What is the weight of Portfolio S for the minimum-variance portfolio? O 0.1448 O 0.1696 O 0.1575 O 0.1649 O 0.1511Which is NOT a source of systematic risk? O a stock market crash (greater than 20% decline in prices) over the span of 1 week O a stock market correction (greater than 10% drop) over 1 month O GDP falls more than expected O a significant rise in inflation O a firm acquiring its rival in a hostile takeoverRisk in the context of investments would best be described as O what you can diversify away using an efficient portfolio O the market return minus the risk-free rate O the likelihood that the gain or loss on an investment will differ from expectations O the correlation a security has with another risky asset