Question: Assume utility function is U = E(R) 0.5 Ag2. The Market portfolio has a return of 15% and standard deviation of 10%. The risk-free lending

Assume utility function is U = E(R) 0.5 Ag2. The Market

Assume utility function is U = E(R) 0.5 Ag2. The Market portfolio has a return of 15% and standard deviation of 10%. The risk-free lending rate is 5% and the risk-free borrowing rate is 8.0%. You have $1,271 and your risk aversion coefficient is 5.1. How much will you invest in the Market portfolio

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