Evaluate a portfolio of U.S. equities drawn from the S&P500. The five stocks in your portfolio have the FactSet identifiers as follows:

STOCK1: ABT-US. Average annual return=16.81%. Annual Variance=3.72%

STOCK2: AMZN-US. Average annual return= 31.06% Annual Variance=8.86%

STOCK3: C-US. Average annual return=. 3.74% Annual Variance= 5.45%

STOCK4: MSFT-US. Average annual return= 24.66% Annual Variance=4.34%

STOCK5: XOM-US Average annual return= -3.07% Annual Variance= 2.62%

S&P500: SP50. Average annual return= 8.77% Annual Variance= 1.20%

Assume the annualised risk-free rate is 3% .

Suppose your utility function is =(). Form an optimal complete portfolio by combining P* with the risk-free asset. What is the portfolio weight on each of individual asset in this optimal complete portfolio? What is the max utility score that you can achieve?

Q 1: complete portfolio weight in STOCK 1

Q2: complete portfolio weight in STOCK 2

Q 3: complete portfolio weight in STOCK 3

Q 4: complete portfolio weight in STOCK 4

Q5: complete portfolio weight in STOCK 5

Q 6: complete portfolio weight in Risk-free asset

Q 7: Utility score is?