Portfolio Expected Return Standard Deviation Correlation with Market
A 15% 29% .8
B 9% 17% .4
C 12% 27% .7
D 10% 21% .5
E 14% 36% .6
Market 11% 18% 1
Risk Free 5% 0% 0
1. Approximately what percentage of Portfolio E's returns will be greater than 25%?
2. What is Portfolio D's Beta?
3. What is portfolio A's Sharpe Ratio?