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(1 point) My current wealth is $2000 and I have exponential utility. There are two assets in which I can invest, and the returns on

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(1 point) My current wealth is $2000 and I have exponential utility. There are two assets in which I can invest, and the returns on those assets are normally distributed. The mean and volatility of the returns on the assets are given in the following table, and the correlation between the returns is -90%. Asset i 1 Hi, Expected Return on Asset i 6% 11% 0;, Volatility of Return on Asset i 16% 18% 2 Fill in the following table by computing the appropriate risk-adjusted returns. In each case, express your answer as a percentage, to the nearest ten basis points. a Asset 1 Asset 2 0 0.001 0.002 (1 point) My current wealth is $2000 and I have exponential utility. There are two assets in which I can invest, and the returns on those assets are normally distributed. The mean and volatility of the returns on the assets are given in the following table, and the correlation between the returns is -90%. Asset i 1 Hi, Expected Return on Asset i 6% 11% 0;, Volatility of Return on Asset i 16% 18% 2 Fill in the following table by computing the appropriate risk-adjusted returns. In each case, express your answer as a percentage, to the nearest ten basis points. a Asset 1 Asset 2 0 0.001 0.002

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