You need to form a portfolio using two risky assets.

You need to form a portfolio using two risky assets. Asset E(R) Sigma Asset A 12% 18% Asset B 17% 25% The correlation coefficient between Asset A and Asset B is 0.25 If you plan to hold 35% of Asset A and 65% of Asset B in the portfolio, what is the expected return of this portfolio? 0.166 0.223 0.175 0.215 0.153 Question 6 1 pts Use the same portfolio information as in question 4, what is the weight of asset A in the minimum variance portfolio? Use the same portfolio information as in question 4. Assume that risk-free rate is 5%, what is the weight of Asset A in the portfolio which has the highest Sharpe Ratio? Use the same portfolio information as in question 4. Assume that risk-free rate is 5% and your degree of risk-aversion is 6. Now in addition to investing in these two risky assets, you can also invest in the risk-free asset. What is the weight of each asset (Asset A, Asset B, and the risk-free asset) in the optimal portfolio which gives you the highest utility? Your utility function is Up = E(rp) A * o Use the same portfolio information as in question 4. Assume that your degree of risk aversion increases to 8. Then, in the risky portfolio which has the highest Sharpe Ratio (the tangency portfolio), the weight of asset A will: Use the same portfolio information as in question 4. Assume that your degree of risk aversion increase to 8. Then, in the optimal portfolio which gives you the highest utility level, the weight of the risk-free asset will: You need to form a portfolio using two risky assets. Asset E(R) Sigma Asset A 12% 18% Asset B 17% 25% The correlation coefficient between Asset A and Asset B is 0.25 If you plan to hold 35% of Asset A and 65% of Asset B in the portfolio, what is the expected return of this portfolio? 0.166 0.223 0.175 0.215 0.153 Question 6 1 pts Use the same portfolio information as in question 4, what is the weight of asset A in the minimum variance portfolio? Use the same portfolio information as in question 4. Assume that risk-free rate is 5%, what is the weight of Asset A in the portfolio which has the highest Sharpe Ratio? Use the same portfolio information as in question 4. Assume that risk-free rate is 5% and your degree of risk-aversion is 6. Now in addition to investing in these two risky assets, you can also invest in the risk-free asset. What is the weight of each asset (Asset A, Asset B, and the risk-free asset) in the optimal portfolio which gives you the highest utility? Your utility function is Up = E(rp) A * o Use the same portfolio information as in question 4. Assume that your degree of risk aversion increases to 8. Then, in the risky portfolio which has the highest Sharpe Ratio (the tangency portfolio), the weight of asset A will: Use the same portfolio information as in question 4. Assume that your degree of risk aversion increase to 8. Then, in the optimal portfolio which gives you the highest utility level, the weight of the risk-free asset will