Question: Consider the following risk - return characteristics for funds A and B : | tablell, Fund A ( Equity ) , Fund B ( Debt
Consider the following risk return characteristics for funds A and B : tablell, Fund A Equity Fund B DebtExpected return,Consider the following riskreturn characteristics for funds A and B:The correlation coefficient between the returns of fund A and fund B is Which Fund is riskier? Write if your answer is Fund A write if your answer is Fund B or write if your answer is undetermined.deg C What is the weight of fund A in the minimum variance portfolio? What is the weight of Fund B in the minimum variance portfolio? What is the expected return of the minimum variance portfolio? What is the risk of the minimum variance portfolio? Rami has a degree of risk aversion of What is the weight of Fund A in a portfolio of risky assets that maximizes Rami's utility? What is the weight of Fund B in the portfolio of risky assets that maximizes Rami's utility? What is the return of the portfolio of risky assets that maximizesRami's utility? What is the risk of the portfolio that maximizes Rami's utility? What is the value of Rami's utility? If the riskfree rate is what is the weight of Fund A in the optimal risky portfolio?I What is the weight of Fund A in the optimal risky portfolio? What is the expected return of the optimal risky portfolio? What is the risk of returns of the optimal risky portfolio?What is the slope of the best feasible CAL? Rami now wants to select the optimal complete portfolio. What is the weight of the optimal risky portfolio P in Rami's complete portfolio? What is the weight of the riskfree asset in Rami's complete portfolio? Calculate the expected return of Rami's complete portfolio Calculate the risk of returns of Rami's complete portfolio What is Rami's utility when he invests in the complete portfolio? What is the weight of Fund A in Rami's complete portfolio? What is the weight of Fund A in Rami's complete portfolio?I Hani has a degree of risk aversion of Will his complete portfolio be to the right or left of Ramis complete portfolio?If you think it will be to the right, please write l in the answer box.If you think it will be to the left, please write in the answer box.If you think you need more information to answer, write in the answer box.
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