All questions use the following data: The correlation between Asset A and Asset B is -0.10. Gladys's coefficient of risk aversion is 3. Asset Standard Deviation Expected Return F 0 0.02 A 0.35 0.12 B 0.60 0.26 Investors can borrow and lend at the risk-free rate. G is the global minimum variance combination of A and B. T is the tangency portfolio composed of A and B. W is the combination of A and B that maximizes utility if risk-free borrowing and lending is not available. Calculate the utility of the following 10 options. Express each of your answers as a decimal with four digits after the decimal (e.g., 0.1234 or -0.1234, not 12.34% or -12.34%). Question at position 1 1 1 point Question at position 1 Calculate Gladys's utility if she invests 100% in A. Calculate Gladys's utility if she invests 100% in A. -0.0638 Question at position 2 2 1 point Question at position 2 Calculate Gladys's utility if she invests 100% in B. Calculate Gladys's utility if she invests 100% in B. -0.2800 Question at position 3 3 1 point Question at position 3 Calculate Gladys's utility if she invests 100% in G. Calculate Gladys's utility if she invests 100% in G. Type your answer... Question at position 4 4 1 point Question at position 4 Calculate Gladys's utility if she invests 100% in W. Calculate Gladys's utility if she invests 100% in W. Type your answer... Question at position 5 5 1 point Question at position 5 Calculate Gladys's utility if she invests 100% in T. Calculate Gladys's utility if she invests 100% in T. Type your answer... Question at position 6 6 1 point Question at position 6 Calculate Gladys's utility if she invests 100% in the mix of F and A that maximizes utility (CFA). Calculate Gladys's utility if she invests 100% in the mix of F and A that maximizes utility (CFA). Type your answer... Question at position 7 7 1 point Question at position 7 Calculate Gladys's utility if she invests 100% in the mix of F and B that maximizes utility (CFB). Calculate Gladys's utility if she invests 100% in the mix of F and B that maximizes utility (CFB). Type your answer... Question at position 8 8 1 point Question at position 8 Calculate Gladys's utility if she invests 100% in the mix of F and G that maximizes utility (CFG). Calculate Gladys's utility if she invests 100% in the mix of F and G that maximizes utility (CFG). Type your answer... Question at position 9 9 1 point Question at position 9 Calculate Gladys's utility if she invests 100% in the mix of F and W that maximizes utility (CFW). Calculate Gladys's utility if she invests 100% in the mix of F and W that maximizes utility (CFW). Type your answer... Question at position 10 10 1 point Question at position 10 Calculate Gladys's utility if she invests 100% in the mix of F and T that maximizes utility (CFT). Calculate Gladys's utility if she invests 100% in the mix of F and T that maximizes utility (CFT)