Please help with the following questions:

QUESTION 2 Based on the fundamental law of active management, if a portfolio manager has an information ratio of 0.68, an information coefficient of 0.1050, and a transfer coefficient of 1 .0, how many securities are in the portfolio manager's fund, making the assumption that the active returns are uncorrelated? O a. About 42 O b. About 18 O c. About 6 Q d. About 3 QUESTION 3 What is the maximum Sharpe ratio that a manager can achieve by combining the S&P 500 benchmark and actively managed Indigo fund? Relevant information is in the table below. S&P 500 Indigo Fund Expected annual return 9.0% 10.5% Return standard deviation 18.0% 25.0% Sharpe ratio 0.333 0.300 Active return 1.2% Active risk 8.0% Information ratio 0.15 O a. 0.333 O b. 0.448 O C. 0.300 Q d. 0.365 QUESTION 4 The benchmark portfolio is the S&P 500. Which of the following three portfolios can be combined with the benchmark portfolio to produce the highest combined Sharpe ratio? S&P 500 Portfolio A Portfolio B Portfolio C Expected Annual Return 7.0% 8.5% 7.8% 7.1% Expected standard deviation 14.0% 17.0% 16.0% 14.0% Sharpe Ratio 0.333 0.350 0.325 0.333 Active Return 0 1.5% 0.8% 0.1% Active risk 0 10.0% 6.0% 2.0% O a. PortfolioA O b. Portfolio C O c. Both. portfolio A& B. Q d. Portfolio B