those are mcq questions. please answer all , no need to explain. thanks in advance

1. You are considering investing $1,000 in a T-bill that pays 0.05 and a risky portfolio, P, constructed with two risky securities, X and Y. The weights of X and Y in P are 0.60 and 0.40, respectively. X has an expected rate of return of 0.14 and variance of 0.01, and Y has an expected rate of return of 0.10 and a variance of 0.0081. What would be the dollar value of your positions in X, Y, and the T-bills, respectively, if you decide to hold a portfolio that has an expected outcome of $1,120?

$568; $378;

$54 $568; $54;

$378 $378; $54;

$568 $108;

$514; $378

2. You invest $100 in a risky asset with an expected rate of return of 0.11 and a standard deviation of 0.21 and a T-bill with a rate of return of 0.045.A portfolio that has an expected outcome of $114 is formed by 2 points investing $100 in the risky asset. investing $80 in the risky asset and $20 in the risk-free asset. borrowing $46 at the risk-free rate and investing the total amount $146 in the risky asset. this type of portfolio cannot be formed

3. Consider two perfectly negatively correlated risky securities, K and L. K has an expected rate of return of 12% and a standard deviation of 17%. L has an expected rate of return of 9% and a standard deviation of 11%. The risk-free portfolio that can be formed with the two securities will earn ___ rate of return. 2 points

9.5% 10.18% 10.9% 9.9%

4. Using the single index model, what is the alpha of a stock with beta of 1.2, a market return of 14%, risk free rate of 3% and the actual return of the stock is 18%? 2 points

-1.37%, 0.75%, 1.80% , none of the above

5. The index model for stock A has been estimated with the following result: RA = 0.01 + 0.94RM + eA If M = 0.30 and R2A = 0.28, . Here RA is the return of the stock, R2A is the value of R squared A. the standard deviation of return of stock A is 2 points

20.25%, 25%, 45%, 53.29%