please answer all questions completely using multiple choice.

Use the following information to answer the question(s) below. Suppose that all stocks can be grouped into two mutually exclusive portfolios (with each stock appearing in only one portfolio) growth stocks and value stocks. Assume that these two portfolios are equal in size (market value), the correlation of their returns is equal to 0.6, and the portfolios have the following characteristics Expected Return Volatility Value Stocks 0.12 14% Growth Stocks 0.15 The risk free rate is 3.5% 24% The expected return on the market portfolio (which is a 50-50 combination of the value and growth portfolios) is closest to 19.0% O 15.0% 12.0% 13.5% Suppose that you currently have $250,000 invested in a portfolio with an expected return of 12% and a volatility of 10%. The efficient (tangent) portfolio has an expected return of 17% and a volatility of 12%. The risk-free rate of interest is 5% The Sharpe ratio for your portfolio is closest to O 0.7 O 1.2 O 06- 0 1.0 QUESTION 7 Use the information for the question(s) below. Suppose that you currently have $250,000 invested in a portfolio with an expected return of 12% and a volatility of 10%. The efficient (tangent) portfolio has an expected return of 17% and a volatility of 12%. The risk-free rate of interest is 5% The Sharpe ratio for the efficient portfolio is closest to O 10 14 o 1.2 O 0.7 Use the information for the question(s) below. Suppose you invest $20,000 by purchasing 200 shares of Abbott Labs (ABT) at $50 per share, 200 shares of Lowes (LOW) at $30 per share, and 100 shares of Ball Corporation (BLL) at $40 per share The weight on Abbott Labs in your portfolio is 50% O 30% O 40% O 20%