Part 1The Optima Mutual Fund has an expected return of 20.2 %20.2% and a volatility of 20.5 %20.5%. Optima claims that no other portfolio offers a higher Sharpe ratio. Suppose this claim is​ true, and the​ risk-free interest rate is 5.6 %5.6%.a. What is Optima​'s Sharpe​ ratio?b. If eBay​'s stock has a volatility of 39.7 %39.7% and an expected return of 11.9 %11.9%​, what must be its correlation with the Optima ​Fund?c. If the SubOptima Fund has a correlation of 81 %81% with the Optima ​Fund, what is the Sharpe ratio of the SubOptima ​Fund? Part 1a. What is Optima​'s Sharpe​ ratio?The Sharpe ratio of the Optima Fund is [input]0.7120.712 . ​(Round to three decimal​ places.)Part 2b. If eBay​'s stock has a volatility of 39.7 %39.7% and an expected return of 11.9 %11.9%​, what must be its correlation with the Optima ​Fund?The correlation between the returns of eBay​'s stock and the Optima fund is [input]enter your response here . ​(Round to three decimal​ places.)多项填空题

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Consider the following statements: I. Modern portfolio theory models consider only how well diversified the entire loan portfolio is without regard to bonds that may be issued by sectors within the portfolio. II. The expected return of a portfolio of loans is equal to the weighted average of the expected returns of the individual loans. III. The variance of returns of a portfolio of loans normally is equal to the arithmetic average of the variance of returns of the individual loans. Which of the above statements is correct?

Question5 Which one of the following portfolios cannot lie on the efficient frontier as described by Markowitz? [table] Portfolio | Expected Return | Standard Deviation A | 10% | 12% B | 5% | 7% C | 15% | 20% D | 12% | 25% [/table] Select one alternative: A. Only portfolio C cannot lie on the efficient frontier. B. Only portfolio B cannot lie on the efficient frontier. C. Only portfolio D cannot lie on the efficient frontier. D. Only portfolio A cannot lie on the efficient frontier. E. Cannot tell from the information given. ResetMaximum marks: 2 Flag question undefined

Part 1The Optima Mutual Fund has an expected return of 20.2 %20.2% and a volatility of 20.5 %20.5%. Optima claims that no other portfolio offers a higher Sharpe ratio. Suppose this claim is​ true, and the​ risk-free interest rate is 5.6 %5.6%.a. What is Optima​'s Sharpe​ ratio?b. If eBay​'s stock has a volatility of 39.7 %39.7% and an expected return of 11.9 %11.9%​, what must be its correlation with the Optima ​Fund?c. If the SubOptima Fund has a correlation of 81 %81% with the Optima ​Fund, what is the Sharpe ratio of the SubOptima ​Fund? Part 1a. What is Optima​'s Sharpe​ ratio?The Sharpe ratio of the Optima Fund is [input]0.7120.712 . ​(Round to three decimal​ places.)Part 2b. If eBay​'s stock has a volatility of 39.7 %39.7% and an expected return of 11.9 %11.9%​, what must be its correlation with the Optima ​Fund?The correlation between the returns of eBay​'s stock and the Optima fund is [input]0.2230.223 . ​(Round to three decimal​ places.)Part 3c. If the SubOptima Fund has a correlation of 81 %81% with the Optima ​Fund, what is the Sharpe ratio of the SubOptima ​Fund?The Sharpe ratio of the SubOptima Fund is [input]enter your response here . ​(Round to three decimal​ places.)

Question4 Which of the following statement(s) is(are) true regarding the selection of a portfolio from those that lie on the capital allocation line? I. Less risk-averse investors will invest more in the risk-free security and less in the optimal risky portfolio than more risk-averse investors.II. More risk-averse investors will invest less in the optimal risky portfolio and more in the risk-free security than less risk-averse investors.III. Investors choose the portfolio that maximizes their expected utility. Select one alternative: a. I and III b. III only c. II and III d. II only e. I only ResetMaximum marks: 1 Flag question undefined

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