Expected Standard Correlation Matrix Return Deviation US Stocks 6% 14% 1.00 US Bonds 3% 8% -0.25 1.00

Sharon's coefficient of risk aversion is 6. How much of her portfolio should she allocate to the mutual fund, and how much to the risk-free asset?

Please round to the nearest whole number, use no decimal places, and include the percentage sign (for example, 50%).

Percent invested in the mutual fund?

Percent invested in the risk-free asset?

Felicia's coefficient of risk aversion is 10. How much of her portfolio should she allocate to the mutual fund, and how much to the risk-free asset?

Please round to the nearest whole number, use no decimal places, and include the percentage sign (for example, 50%).

Percent invested in the mutual fund?

Percent invested in the risk-free asset?