Question: Please answer Question 10 not Question 9. Question9 1 pts You estimate that a passive portfolio invested to mimic the S&P500 index yields an expected

Please answer Question 10 not Question 9. Question9 1 pts You

Please answer Question 10 not Question 9.

Question9 1 pts You estimate that a passive portfolio invested to mimic the S&P500 index yields an expected rate of return of 13% with a standard deviation of 25%. Suppose that your risk aversion coefficient A-2 and the risk-free rate is 5%, what is your optimal allocation y to the index portfolio? Your answer should be in decimal values and accurate to the hundredth. For example, if the allocation is 0.526, then type in 0.53. Question 10 1 pts continue from Question#9. Suppose that another investor has a risk aversion coefficient A > 2. Will this investor place more or less allocation to the index portfolio than you

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