Consider a set of risky assets that has the following expected return and standard deviation: Expected Return Standard Deviation Asset E(r) 1 2 3 4 0.12 0.15 0.21 0.24 0.3 0.5 0.16 0.21 If your utility function is as described in the book/lecture with a coefficient of risk aversion of 4.0 U=EN-3402), then what is the lowest utility you can obtain from an investment in one and only one) of these assets? Please calculate utility using returns expressed in decimal form (e.g., use. 12, not 12 for the expected return of Asset 1). Please enter your answer rounded to the third decimal place. Consider a set of risky assets that has the following expected return and standard deviation: Expected Return Standard Deviation Asset E() 0 1 2 3 4 0.12 0.15 0.21 0.24 0.3 0.5 0.16 0.21 (U=E(n = 402), If your utility function is as described in the book/lecture with a coefficient of risk aversion of 4.0 then what is the second-highest utility you can obtain from an investment in one and only one) of these assets? Please calculate utility using returns expressed in decimal form (e.g., use .12, not 12 for the expected return of Asset 1). Please enter your answer rounded to the third decimal place. Consider a risky asset that has two possible payoffs in a year's time: Outcome Probability Payoff Good .5 $200,000 Bad .5 $70,000 Your alternative is to invest in a risk-free asset (a T-bill) that returns 6% per year in either state. Assume the risky asset is actually selling then what is the maximum coefficient of risk for $110,000. If your utility function is as described in the book/lecture (u= E(n = {40) aversion at which you would still prefer to invest in the risky asset rather than in the risk-free asset? Please enter your answer rounded to the third decimal place