please answer questions 1-20 and if you can please show work

DE HW 3.pdf X PDE HW 3.pdf X + X | File | C:/Users/Olesh/Desktop/HW%203.pdf . . . of 8 - 2 A' Read aloud Draw Highlight Erase H Question 3 The Capital Market Line can be applied to Not yet 1. all efficient portfolios answered Il. each risky asset Points out of Ill. any portfolios 5.00 Select one: O a. ll only O b. I, II, III O c. I only O d. Ill only O e. II, III 24 9 X 88 6:43 PM 11/14/2020PDE HW 3.pdf X PDE HW 3.pdf X + X | File | C:/Users/Olesh/Desktop/HW%203.pdf . . . of 8 - + A' Read aloud | V Draw V Highlight & Erase H 11/14/2020 HW 3 Question 4 The variance-covariance matrix pertaining to both Security X and Security Y is given as follows: Not yet answered 28 -1.2 Points out of -1.2 50.8 5.00 The expected return of Security X is denoted as E(RX), and the expected return of Security Y is denoted as E(Ry). E(RX) - 900%, and E(Ry) - 500%. Find the portfolio consisting of these two securities that has the minimum variance. The variance estimate of this minimum variance portfolio is Select one: O a. 19.6615 O b. 18.4750 O c. 14.0250 O d. 17.4995 O e. 15.2345 Question 5 A stock's market risk is measured by its Not yet answered Select one: Points out of 5.00 O a. standard deviation O b. portfolio diversification O c. CEO's educational background O d. coefficient of variation O e. beta coefficient 24 X A 88 6:43 PM 11/14/2020PDE HW 3.pdf X PDE HW 3.pdf X + X | File | C:/Users/Olesh/Desktop/HW%203.pdf . . . of 8 - + 2 A' Read aloud | Draw Highlight Erase H Question 6 The information regarding a portfolio consisting of three stocks is given below. Not yet answered E(R). Standard Deviation Weight Points out of Stock A 18% 35% 0.34 5.00 Stock B 6% 12% 0.25 Stock C 12% 9% 0.41 Correlation Matrix Stock A Stock B Stock C Stock A .0000 Stock B .2200 1.0000 Stock C 0.4500 -0.6200 1.0000 Assume that you would like to have 12% return of a portfolio consisting of these three stocks. What is the minimum standard deviation of the portfolio with 12% return? Note: No short sale is allowed. Select one: O a. 10.73% O b. 9.73% O c. 8.73% O d. 7.73% O e. 6.73% 24 9 X 6:44 PM 11/14/2020PDE HW 3.pdf X PDE HW 3.pdf X + X | File | C:/Users/Olesh/Desktop/HW%203.pdf . . . 3 of 8 - + A' Read aloud Draw Highlight Erase 11/14/2020 HW 3 Question 7 Beta is a measure of unsystematic risk. Not yet answered Select one: Points out of 5.00 O a. True O b. False Question 8 Which of the following statements is correct? Not yet answered Select one: Points out of 5.00 O a. The Capital Market Line (CML) is applied to the analysis of a Robinson Crusoe economy that incurs inordinate monitoring costs in order to address the problems of speciousness. O b. All portfolios that lie on the CML to the right of . are inefficient. O c. The slope of the capital market line (CML) is E(RM) - Ry O d. All portfolios that lie on the CML to the left of " are inefficient. O e. The slope of the capital market line (CML) is E(RM) - RJ 24 X A 88 6:44 PM 11/14/2020PDE HW 3.pdf X PDE HW 3.pdf X + X | File | C:/Users/Olesh/Desktop/HW%203.pdf . . . 3 of 8 - + 2 A' Read aloud Draw Highlight Erase Question 9 The information regarding a portfolio consisting of three stocks is given below. Not yet answered E(R) Standard Deviation Weight Points out of Stock A 18% 35% 0.34 5.00 Stock B 6% 12% 0.25 Stock C 12% 9% 0.41 Correlation Matrix Stock A Stock B Stock C Stock A 1.0000 Stock B 0.2200 1.0000 Stock C 0.4500 -0.6200 1.0000 Assume that you would like to have 12% return of a portfolio consisting of these three stocks. What is the optimal asset allocation decision that can minimize the portfolio standard deviation? Note: No short sale is allowed. Select one: O a. The Weight of Stock A: 20.05% The Weight of Stock B: 9.95% The Weight of Stock C: 70.00% O b. The Weight of Stock A: 5.52% The Weight of Stock B: 88.95% The Weight of Stock C: 5.52% O c. The Weight of Stock A: 0.00% The Weight of Stock B: 25.00% The Weight of Stock C: 75.00% O d. The Weight of Stock A: 5.52% The Weight of Stock B: 5.52% The Weight of Stock C: 88.95% O e. The Weight of Stock A: 5.00% The Weight of Stock B: 5.00% The Weight of Stock C: 90.00% 24 9 X A 6:44 PM 11/14/2020PDE HW 3.pdf X PDE HW 3.pdf X + X | File | C:/Users/Olesh/Desktop/HW%203.pdf . . . 4 of 8 + 2 A' Read aloud | Draw Highlight Erase Question 10 Not yet It is usually assumed that there exits a risk-free asset such that risk-averse investors may borrow or lend unlimited answered amounts at the risk-free rate. Note that borrowing at the risk-free rate is analogous to selling short the risk-free asset. Which of the following statements is correct? Points out of 5.00 1. The Capital Market Line (CML) is the computational drudgery that belongs to multiple programming solutions that are applied to the risk-free rate and the market portfolio. Il. The slope of the CML is E(RM) - Ry Ill. All portfolios that lie on the CML to the right of " can be reached to borrow at the risk-free rate in order to invest more than 100% in the market portfolio. IV. The slope of the CML is B(R. ) - Ry Bm V. All portfolios that lie on the CML to the left of