The market portfolio represented by the S&P 500 has a 12% expected return & 20% risk. The risk-free rate = 5% & the investor's risk aversion coefficient A = 2.5.

Use Excel to plot the CAL and the indifference curve. Identify the optimal compete portfolio on the graph. Hint: There are several steps to solving this, which should be done in Excel. First find the utility of the optimal complete portfolio.

 

Can you please also forward the excel sheet. would like the excel sheet to see the computation if possible.

 

or can you please explain step y step each process on excel how to get each answer. if the answer is not answer correctly I will resubmit the question