State	Probability	Return on Stock A	Return on Stock B
1	0.10	10%	8%
2	0.20	13%	7%
3	0.20	12%	6%
4	0.30	14%	9%
5	0.20	15%	8%

Which of the following portfolio(s) is (are) on the efficient frontier?

Given an optimal risky portfolio with expected return of 12% and standard deviation of 23% and a risk free rate of 3%, what is the slope of the best feasible CAL?

Market risk is also referred to as

Consider two perfectly negatively correlated risky securities A and B.

A has an expected rate of return of 10% and a standard deviation of 16%.

B has an expected rate of return of 8% and a standard deviation of 12%. The weights of A and B in the global minimum variance portfolio are

______and ______, respectively.

A statistic(s) that measures how the returns of two risky assets move together is:

Consider two perfectly negatively correlated risky securities A and B.

A has an expected rate of return of 10% and a standard deviation of 16%.

B has an expected rate of return of 8% and a standard deviation of 12%. The risk-free portfolio that can be formed with the two securities will earn _____rate of return.

Firm-specific risk is also referred to as

If you invest 40% of your money in A and 60% in B, what would be your portfolio's expected rate of return and standard deviation?