Assume $E(Rp)=13\%,Rf=4\%,SDp=22\%,A=3.$

a$.$ Calculate the optimal position in the risky asset.

b$.$ Using the optimal position, calculate the investor's expected return on her complete

portfolio.

c$.$ Using the optimal position, calculate the investor's standard deviation on her complete

portfolio.

d$.$ Calculate the risk premium on the investor's complete portfolio.

e$.$ Calculate the Sharpe ratio $($Reward$-$to$-$volatility$)$ on the investor's complete portfolio.

f$.$ Calculate the utility of the investor on her complete portfolio.

Please read carefully posted $3$ times already.