A5 Optimal Complete Portfolio Assume the optimal allocation to risky assets y" for an investor is given by: E(T Axo The Optimal Complete Portfolio (C) is the portfolio combination of risky assets (composed of P*) and risk-free assets that provides an investor the highest possible utility, given their level of risk aversion. We can determine an investor's risk aversion if we have information on C*. QA31. What is the risk aversion coefficient, A, for Investor I, whose optimal allocation to risky assets (y) is 100%? QA32. What is investor I's Optimal Complete Portfolio Sharpe Ratio? C: Investor J's Optimal Complete Portfolio has an annualised standard deviation of 10%. What is Investor J's... QA33... optimal allocation to risky assets y"? QA34... risk aversion coefficient, A QA35.... Optimal Complete Portfolio annualised expected return? QA36. Optimal Complete Portfolio annualised Sharpe ratio? QA37... Optimal Complete Portfolio utility score-using the conventional utility function: U = E(rc) - A.