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Stock A has an expected return of of 10% with a standard deviation of 8%. Stock B has an expected return of 12% with a

Stock A has an expected return of of 10% with a standard deviation of 8%. Stock B has an expected return of 12% with a standard deviation of 16%. The risk-free rate is 2%.

1.Stock A has a Sharpe Ratio of

2.Which stock has the highest risk-adjusted return?

3.With a risk-aversion of 5, the utility score of stock A is

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