There are 4 portfolios available to you: Portfolio Expected Return Standard Deviation 0.12 0.03 0.15 0.10 0.21 0.16 0.24 0.21 Assume your risk aversion level A=8.0, which investment would you choose? . . ODD. E Cannot be determined. You are analyzing an investment opportunity and collecting three returns from the past 3 years: 0.29%, 17.65%, -3.93%. Risk free rate is 0.8% (=0.0080). What is the downside risk? Please round your answer to the fourth decimal. For example, 0.1234. One security has an expected rate of return of 0.14, the risk-free asset return was 0.01, and the standard deviation of the security was 0.19. What is the 5% VaR for this security? Please round your answer to the fourth decimal. For example, 0.1234. If the answer is negative, please don't forget to include the negative sign (i.e. -0.1234). You are considering investing in one of Fidelity's mutual funds. Based on the information provided in the prospectus, you believe the expected return of this Fidelity fund is 0.22 and its expected standard deviation is 0.34. Assume Treasury bill (risk-free security) currently returns 0.03 per year. After evaluating your risk aversion level, your financial advisor recommends you to form your complete portfolio by investing 35% of your money in the Fidelity's mutual fund and 65% of your money in Treasury bill. What is the expected rate of return for your complete portfolio? Please round your answer to the fourth decimal. For example, 0.1234. > A Moving to another question will save this response. >> You are considering to form a portfolio that includes stock ABC, stock DEF, and stock XYZ. To conduct the relevant analyses, you collect the following information for stock ABC, DEF and XYZ in the table below. Stock Amount Invested Expected Return Beta ABC $3,000 0.080 0.6977 DEF $ 2,000 0.125 2.8903 XYZ $5,000 0.100 1.2555 What is the beta for your portfolio? Please round your answer to the fourth decimal. For example, 0.1234