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29 Assume an investor with a utility of the form U= E -0.5A6. For the risk aversion values of A=0.5 The utility of investing in

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29 Assume an investor with a utility of the form U= E -0.5A6. For the risk aversion values of A=0.5 The utility of investing in EEM is Assume an investor with a utility of the form U= E A lower than the utility of investing in IWM B higher than the utility of investing in IWM C equal than the utility of investing in IWM D none of the above Assume an investor with a utility of the form U= E -0.5A.2. For the risk 30 aversion values of A=1 The utility of investing in EEM is A lower than the utility of investing in IWM B higher than the utility of investing in IWM C equal than the utility of investing in IWM D none of the above Assume that you can borrow and lend at a riskless rate of 3.6%. If you invest 60% un IWM and 40% in the risk free asset. The mean of your 31 portfolio is A 2.16% B 1.44% C 1.80% D None of the above 32 The standard deviation of the portfolio in Question 30 is A 7.56% B 11.72% C 11.34% D None of the above if you have $10000, you borrow $5000 at the risk free rate of 3.6% from 33 your broker, and you invest $15000 in IWM. The mean of your portfolio A $975.76 B $1,283.65 C$1,210.71 D None of the above. 29 Assume an investor with a utility of the form U= E -0.5A6. For the risk aversion values of A=0.5 The utility of investing in EEM is Assume an investor with a utility of the form U= E A lower than the utility of investing in IWM B higher than the utility of investing in IWM C equal than the utility of investing in IWM D none of the above Assume an investor with a utility of the form U= E -0.5A.2. For the risk 30 aversion values of A=1 The utility of investing in EEM is A lower than the utility of investing in IWM B higher than the utility of investing in IWM C equal than the utility of investing in IWM D none of the above Assume that you can borrow and lend at a riskless rate of 3.6%. If you invest 60% un IWM and 40% in the risk free asset. The mean of your 31 portfolio is A 2.16% B 1.44% C 1.80% D None of the above 32 The standard deviation of the portfolio in Question 30 is A 7.56% B 11.72% C 11.34% D None of the above if you have $10000, you borrow $5000 at the risk free rate of 3.6% from 33 your broker, and you invest $15000 in IWM. The mean of your portfolio A $975.76 B $1,283.65 C$1,210.71 D None of the above

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