ulation 07. 12%=0.048 9. Your client chooses to invest 40% in your portfolio (n) and 60% (f) in the risk-free asset. What is the Sharpe ratio of your client's portfolio? Risk -Champion risky portfolio * returns Sisky. Returns portfolio + Proportion asset Sharexpected retums - sea en lenteSD x Risk free in riskfree (4073 8160 a 21. in2il (404:12.) 0.50) 10. Calculate the utility investors realize from investing 40% of their capital in your portfolio and 60% (f) in the risk-free asset. Assume the following utility function: U = E(r) - 1 x A x stdeva, where A (client's risk aversion)=5. 40%. . 87.+601.024,-0.5.5(407:12:7.5 = = 0.03824 11. Calculate the weight in the risky portfolio (P) that maximizes the utility of the client. (retuns of tisky portfolio-risk free rate) (SD disky Portfolio) (1-2%) / (5.12%.012 f) =0.8333 ulation 07. 12%=0.048 9. Your client chooses to invest 40% in your portfolio (n) and 60% (f) in the risk-free asset. What is the Sharpe ratio of your client's portfolio? Risk -Champion risky portfolio * returns Sisky. Returns portfolio + Proportion asset Sharexpected retums - sea en lenteSD x Risk free in riskfree (4073 8160 a 21. in2il (404:12.) 0.50) 10. Calculate the utility investors realize from investing 40% of their capital in your portfolio and 60% (f) in the risk-free asset. Assume the following utility function: U = E(r) - 1 x A x stdeva, where A (client's risk aversion)=5. 40%. . 87.+601.024,-0.5.5(407:12:7.5 = = 0.03824 11. Calculate the weight in the risky portfolio (P) that maximizes the utility of the client. (retuns of tisky portfolio-risk free rate) (SD disky Portfolio) (1-2%) / (5.12%.012 f) =0.8333