Manaba In-class test 2 Portfolio A Expected return 0.35 Standard deviation 0.2 Risk free gov bond Rs 0.05 0 1 What is the Sharpe ration of portfolio? 2 Investor A' net wealth is 1000. If he borrow 600 at risk-free interest rate R, and invest 1600 on portfolio A, what is the risk and expected return of this risky and risk-free assets portfolio? 1. What is the Sharpe ratio of portfolio A? A multiple-choice question with one possible answer.(Required) 1. O 1.5 2. O 4 3. O 2 4. O 2.5 5. O 3.5 6. O 3 No & 2. The expected return of the risky- and risk-free-assets portfolio is A multiple-choice question with one possible answer.(Required) 1. O 53% 2. O 40% 3. O 77% 4. O 66% 5. O 34% 6. O 23% 3. The standard deviation of the risky- and risk-free-assets portfolio is A multiple-choice question with one possible answer.(Required) 1. O 25% 2. O 64% 3. O 50% 4.0 28% 5. O 44% 32% 6. O