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hi how do i solve this Finance II, FIN-II lan 2019 Identification code Page 8 of (11) Question 11. You found your Optimal Complete Portfolio.

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hi how do i solve this

Finance II, FIN-II lan 2019 Identification code Page 8 of (11) Question 11. You found your Optimal Complete Portfolio. The followving estimates alt ths porfolia: -The expected return is 8% The risk-free rate is 1% The sharpe ratio is 0.6 The portfolio is a combination of a risk-free asset and the Optimal Risky Portfolio The share in the risk-free asset is 20% - a) What is your risk aversion? b) What is the Utility of this portfolio? Finance II, FIN-II lan 2019 Identification code Page 8 of (11) Question 11. You found your Optimal Complete Portfolio. The followving estimates alt ths porfolia: -The expected return is 8% The risk-free rate is 1% The sharpe ratio is 0.6 The portfolio is a combination of a risk-free asset and the Optimal Risky Portfolio The share in the risk-free asset is 20% - a) What is your risk aversion? b) What is the Utility of this portfolio

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