Please check the screenshot for the question

Ql (Essential to cover a, b, d, e) Consider the following utility functions, where W is wealth: a.U0lV)=W2 l b.U(W)W c.UOW=-W d.UOV)=W e-UOW=111WV) wl'V . f.U(W)= 1y w1thy=2 How likely are each of these functions to represent actual investor preferences? Why? Q2 (Essential to cover) Suppose investors have preference described by the following utility function with A > 0: U = E(r) $2402 Each investor has to choose between three portfolios with the following characteristics: E034) = 20% 0A = 20% E(rB) = 12% 0;; =22% Em) = 15% ac =28% a. Which portfolio would every investor pick and why? b. What utility would an investor with a risk aversion parameter A=3 get from the three portfolios? c. What must be the risk aversion of an investor that is indifferent between picking portfolio B and portfolio C