In a return-standard deviation space, which of the following statements is (are) true for risk-averse investors? (The vertical and horizontal lines are referred to as the expected return-axis and the standard deviation-axis, respectively.) I) An investor's own indifference curves might intersect; II) Indifference curves have negative slopes; III) In a set of indifference curves, the highest offers the greatest utility; IV) Indifference curves of two investors might intersect.

If a portfolio had a return of 8%, the risk free asset return was 3%, and the standard deviation of the portfolio's excess returns was 20%, the Sharpe measure would be______.

An investment provides a 1.25% return quarterly, its effective annual rate is

If a portfolio had a return of 12%, the risk free asset return was 4%, and the standard deviation of the portfolio's excess returns was 25%, the risk premium would be____.

The holding-period return (HPR) for a stock is equal to____

The holding-period return (HPR) on a share of stock is equal to

Which of the following determine(s) the level of real interest rates? I) The supply of savings by households and business firms; II) The demand for investment funds; III) The government's net supply and/or demand for funds

A portfolio has an expected rate of return of 0.15 and a standard deviation of 0.15. The risk-free rate is 6 percent. An investor has the following utility function: U = E(r) − (A/2)s2. Which value of A makes this investor indifferent between the risky portfolio and the risk-free asset?