The risk-free asset has a 3.5% expected return. You have put together a risky portfolio with an expected return of 13.0% and a standard deviation of 25.0%. Your risk aversion is A = 2.4 and Hannah, the retiree who lives next door, has a risk aversion of A = 4.20. 4 pts

a. Suppose Hannah from next door drops by one day to share a risky portfolio she has constructed which has an expected return of 10.5% and a standard deviation of 20.0%. Is this risky portfolio superior to the one you have? Explain/demonstrate.

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