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11. For the portfolio of Sherwood's Sore Sports, LLC., you will help the investor Adalynn calculate his Utility level, using the regular objective function used
11. For the portfolio of Sherwood's Sore Sports, LLC., you will help the investor Adalynn calculate his Utility level, using the regular objective function used in the textbook. You have estimated Adalynn's risk aversion level (A), as 6.3, and calculated the following data : Portfolio return = 9.2%, Portfolio variance = 30%, Risk-free rate = 2.6%. Given this information, what is the utility level for Adalynn? Select one: a. -87.90 b. -85.30 c. insufficient information to determine d. -8.05 e. -86.60 f. -89.90 g. -91.90
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