Art, Music, and Creative Writing homework help

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12. Using figure 1, Curve A isa.    Optimal Risky Portfoliob.    Optimal Investor Portfolioc.     Indifference Curved.    Efficient Frontiere. Inefficient Portfoliof.      Unattainable Portfoliog.    Capital Allocation Line13. Using figure 1, Line B isa.    Optimal Risky Portfoliob.    Optimal Investor Portfolioc.     Indifference Curved.    Efficient Frontiere.    Inefficient Portfoliof.      Unattainable Portfoliog.    Capital Allocation Line14. Using figure 1, Point C isa.    Optimal Risky Portfoliob.    Optimal Investor Portfolioc.     Indifference Curved.    Efficient Frontiere.    Inefficient Portfoliof.      Unattainable Portfoliog.    Capital Allocation Line15. Using figure 1, Curve D isa.    Optimal Risky Portfoliob.    Optimal Investor Portfolioc.     Indifference Curved.    Efficient Frontiere.    Inefficient Portfoliof.      Unattainable Portfoliog.    Capital Allocation Line16. Using figure 1 Point E isa.    Optimal Risky Portfoliob.    Optimal Investor Portfolioc.    Indifference Curved.    Efficient Frontiere.    Inefficient Portfoliof.     Unattainable Portfoliog.    Capital Allocation Line17. Using figure 1, Point F isa.    Optimal Risky Portfoliob.    Optimal Investor Portfolioc.     Indifference Curved.    Efficient Frontiere.    Inefficient Portfoliof.      Unattainable Portfoliog.    Capital Allocation Line18. Using figure 1, Point G isa.    Optimal Risky Portfoliob.    Optimal Investor Portfolioc.     Indifference Curved.    Efficient Frontiere.    Inefficient Portfoliof.      Unattainable Portfoliog.    Capital Allocation Line19. You have calculated the expected returns and betas for a universe of stocks to consider for investment (see figure 2). Using that data and the resulting Security Market Line (SML), you should:a.     Sell D, E, Fb.    Buy A, and F and do nothing with the othersc.     Buy D, E, and Fand Sell A, B, C20. Using Table 1 The Sharpe ratio for manager 1 is closest toa.     1b.     .5c.     .7d.     .25