Problem $1$

The 'Super Vehicle' company ordinary share is expected not to bring any profit during the next

period with the probability of $66\%.$ But if the market does well the probability of which is $11\%,$

the return will be $8\mathrm{.}44\%.$ In other cases, the stockholders' return will be $1\mathrm{.}50\%.$ What is the

expected return of 'Super Vehicle' ordinary shares?

Problem $2$

Assume the given data:

What is the approximate expected utility of all portfolios for all investors? Which portfolio is the

best $($the worst$)$ for investors with the following risk aversion levels?

$($a$)4.$

$($b$)5.$

$($c$)6.$

Problem $3$

What investing strategy of every investor from the previous problem will be if the market risk$-$

free rate is $4\mathrm{.}12\%?$

Problem $4$

The 'Real Investments' mutual fund portfolio of ordinary shares includes the following stocks:

'Paper Inc.$\text{'},$ 'Driving Motors', 'Wooden Co$.\text{'}$ and 'Fuel Oil', that have the given characteristics:

What is the 'Real Investments' fund return?