Question: 5. Consider a mean-variance utility function U(RP)=E(RP)0.5AVar(RP) Investor 1 has A=2, Investor 2 has A=5. Both investors are considering investing in the two portfolios in

5. Consider a mean-variance utility function U(RP)=E(RP)0.5AVar(RP) Investor 1 has A=2, Investor 2 has A=5. Both investors are considering investing in the two portfolios in Q1 - Portfolio 1: 75% in the US, 25% in India - Portfolio 2: 25% in the US, 75% in India a. Calculate certainty equivalent rate of return for both investors for both portfolios. b. Which portfolio will be preferred by each investor? c. Draw indifference curves for both investors. d. What do the slopes of both investors' indifference curve indicate

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