Al questions use the following data: The correlation between Asset A and Asset B is$-$

$0\mathrm{.}10.$ Glady's coefitilent of risk aversion is $3.$

Investors can borrow and lend at the riskfree rate. $G$ is the global minimum variance

combination of A and $B.$ Tis the tangency portfolio composed of A and $B.$ Vis the combination

of A and $B$ that maximizes utility if risksree borrowing and lending is not available. Calculate

the utility of the following $10$ options. Express each of your answers as a decimal with four

digits after the decimal $($e$.$g$,0\mathrm{.}1234$ or $-0\mathrm{.}1234,,$ not $12\mathrm{.}34\%$ or $-12\mathrm{.}34\%).$

Calculate Gladys's utility if she invests $100\%$ in A $.$

Calculate Gladys's utility if she invests $100\%$ in B $.$

Calculate Gladys's utility if she invests $100\%$ in $G.$

Calculate Gladys's utility if she invests $100\%$ in $V.$

Calculate Gladys's utility if she invests $100\%$ in $T.$

Calculate Gladys's utility if she invests $100\%$ in the mix of $F$ and A that maximizes utility $(G_{\text{a}\text{n}\text{d}}).$

Calculate Gladys's utility if she invests $100\%$ in the mix of $F$ and $B$ that maximizes utility $($Grs$).$

Calculate Cladys's utility if she invests $100\%$ in the mix of $F$ and $G$ that maximizes utility $($Grs$).$

Calculate Gladys's utility if she invests $100\%$ in the mix of F and V that maximizes utility $($Grv$).$

Calculate Glady's utility if she invests $100\%$ in the mix of $F$ and $T$ that maximizes utility $($Gan$).$