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Choose the one alternative that best completes the statement or answers the question. If the answer is numerical choose the answer that is closest to

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Choose the one alternative that best completes the statement or answers the question. If the answer is numerical choose the answer that is closest to yours. An equity fund has an expected return of 8% and a standard deviation of 15%. Stock A has a return of 14% and a standard deviation of 30%. The return on T-bills is 3% and the standard deviation is 0%. Assume your risk aversion coefficient is A=3, you prefer to invest... 1 A. 70% in Stock A and 30% in T-Bills B. 100% of your money in the equity fund C. 100% of your money in the Stock A OD. 40% of your money in the equity fund and 60% in T-Bills E. 100% of your money in T-Bills

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