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Queston 13 Complieie Marked out of 100 invest in their own domestic markets. The risk-free rate is the same in two countries. The market portfolios in two countries have the same return standard Two investors in two different countries, investor A in country 1 and investor B in country 2, have the same preferences represented by the utiity function U E(r) 0.5ao2, with the same risk aversion coelficient a. They also have the same amount of money to invest. Assuming that due to market segmentation, they have to Fagqueston deviation, but the country 2's market portfolio has a lower expected return. Based on the optimal portfolio theory, which statement below is true? Select one A Investor A will invest more n the risky asset than investor B O B. Investor A will invest the same amount in the risky asset as investor B 0 C Investor A wil invest less in the nsky asset tan nestor B O D None of the othor statomonts is corroct O E. There is no enough indormaton to tel Question 14 Narasimhan Jegadeesh and Sheridan Titman published their paper "Returns to buying winners and selling losers: Implications for stock market efficiency" at the Journal of Finance in 1903. They find that significant positive alphas can be oblained from strategios which buy past winning stocks- stocks that have performed Complete Maned our or 100 well in the past- and sell past losing stocks stocks that have performed poorly in the past. Such trading strategy is typically referred as momentum strategy and P Fiag qansen has boon widoly adopted by many monoy managers. If momentum strategios are indoed able to gonorate positive alphas after adjusting for risks, which form of EMH is violated? Solect one A All of week form, son-strong form and strong form EMH O B. Weak form EMH only O C. Semi-strong form EMH only O D Strong-form EMH only O E. None of weak form, somi-strong form and strong form EMH Question 15 Comp Please use the following information for this question. Assets Stock A Stock B Market CAPM Beta Expected return P Flag question 2.4 0.10 Market refers to the value-weighted aggregate portfolio of all risky assets. And we assume that all assets are correctly priced according to CAPM. What is the expected return of stock B? Please round your calculation to the nearest 2d decimal and fl in the calculated number below Answer. 0.18 Question 16 Two investors A and B in the same market have their preferences represented by the utility function U E(r-0.5002, where the risk aversion coefficient is