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1 . Which Fund is riskier ? Write if your answer is Fund A , write 2 if your answer is Fund B , or

1. Which Fund is riskier ? Write if your answer is Fund A , write 2 if your answer is Fund B , or write 3 if your answer is undetermined
2.1 What is the weight of fund A in the minimum variance portfolio ?
2.2 What is the weight of Fund B in the minimum variance portfolio ?
2.3 What is the expected return of the minimum variance portfolio ?
2.4 What is the risk of the minimum variance portfolio ?
3.1 Rami has a degree of risk aversion of 5. What is the weight of Fund A in a portfolio of risky assets that maximizes Rami's utility ?
3.2 What is the weight of Fund B in the portfolio of risky assets that maximizes Rami's utility?
3.3 What is the return of the portfolio of
risky assets that maximizes Rami's utility
3.4 What is the risk of the portfolio that maximizes Rami's utility ?
3.5 What is the value of Rami's utility ?
4.1 the risk-free rate is 4%, what is the weight of Fund A in the optimal risky portfolio ?
4.2 What is the weight of Fund A in the optimal risky portfolio?
4.3 What is the expected return of the optimal risky portfolio ?
4.4 What is the risk of returns of the optimal risky portfolio? What is the slope of the best feasible CAL ?
6.1 Rami now wants to select the optimal complete portfolioWhat is the weight of the optimal risky portfolio (P) in Rami's complete portfolio ?
6.2 What is the weight of the risk-free asset in Rami's complete portfolio ?
6.3 Calculate the expected return of Rami's complete portfolio.
6.4 Calculate the risk of returns of Rami's complete portfolio.
6.5 What is Rami's utility when he invests in the complete portfolio ?
6.6 What is the weight of Fund A in Rami's complete portfolio?
6.7 What is the weight of Fund A in Rami's complete portfolio ?
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