Only answer question #9-11 please

II. Mean-variance portfolio analysis Stocks A has an expected daily return of 0.25% and B has an expected daily return of 0.30%, and they have following variance-covariance matrix, A B A 0.65% B -0.40% 0.75% Assume that the investor has no leverage and cannot short either stock. 6. What is the correlation between stocks A and B: (a) -0.57; (b) -0.38; (c) 0.19; (d) -0.40; 7. What weight should the investor assign to stock A to maximize expected return: (a) 0.29; (b) 0.0; (C) -0.25; (a) 0.47; 8. What is the variance of the maximum expected return portfolio: (a) -0.20%; (b) 0.75%; (c) 0.65%; (a) 0%; 9. Assuming the risk free rate is zero, what is the Sharpe ratio of an equal weighted portfolio: (a) 0.25; (b) 1.26; (c) 1.69; (d) 0.71; Now suppose that you have $10,000 invested equally in the two stocks: 10. Compute the 5-day value at risk at the 95% confidence level: (a) 0.14% (b)-$80.97; (c) $143.16; (d) -$167.84; 11. Compute the 15-day value at risk at the 99% confidence level: (a) - $242.39; (b)-$361.14; (c) $211.21; (d) -$137.43; II. Mean-variance portfolio analysis Stocks A has an expected daily return of 0.25% and B has an expected daily return of 0.30%, and they have following variance-covariance matrix, A B A 0.65% B -0.40% 0.75% Assume that the investor has no leverage and cannot short either stock. 6. What is the correlation between stocks A and B: (a) -0.57; (b) -0.38; (c) 0.19; (d) -0.40; 7. What weight should the investor assign to stock A to maximize expected return: (a) 0.29; (b) 0.0; (C) -0.25; (a) 0.47; 8. What is the variance of the maximum expected return portfolio: (a) -0.20%; (b) 0.75%; (c) 0.65%; (a) 0%; 9. Assuming the risk free rate is zero, what is the Sharpe ratio of an equal weighted portfolio: (a) 0.25; (b) 1.26; (c) 1.69; (d) 0.71; Now suppose that you have $10,000 invested equally in the two stocks: 10. Compute the 5-day value at risk at the 95% confidence level: (a) 0.14% (b)-$80.97; (c) $143.16; (d) -$167.84; 11. Compute the 15-day value at risk at the 99% confidence level: (a) - $242.39; (b)-$361.14; (c) $211.21; (d) -$137.43