Question: Question 14 (1 point) Given: Portfolio A has 30% in stock X and 70% in stock Y and the correlation between stocks X and Y

Question 14 (1 point) Given: Portfolio A has 30% in stock X and 70% in stock Y and the correlation between stocks X and Y is 0.9. Statement; The standard deviation of portfolio A is less than a weighted average of the standard deviations of stocks X and Y. True False Question 15 (1 point) If the CAPM holds, the Sharpe ratio of the market is greater than the Sharpe ratio of the Tangency portfolio True False 9 5 8 R G H

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