PLEASE ANSWER THE FULL QUESTION THEY ARE INTERELATED AND PART OF 1 MAIN QUESTION.

IT IS URGENT THANK YOU!

8. . a. Explain the differences between a limit sell order and a stop loss order. (7 marks) b. A mean-variance investor has utility function U(u,02) = 4-202, where portfolio expected return, o is portfolio standard deviation, and p is the investor's risk-aversion coefficient. If the risk-free rate of return is 2%, the average return on the market index is 8%, and the standard deviation of the market index is 30%, what risk-aversion coefficient would justify investing 100% in the market index? (9 marks) c. Suppose the value of a portfolio over a 30-day period is log-normally distributed so that the 30-day log-return has mean 1.274% and standard deviation 8.601%. For a standard normal random variable with zero mean and unit variance, the probability that z is less than or equal to -1.645 is approximately 5%. What is the 30-day 5% VaR of the portfolio, expressed as log-returns? What is the 60-day 5% VaR? (9 marks) (25 marks) 8. . a. Explain the differences between a limit sell order and a stop loss order. (7 marks) b. A mean-variance investor has utility function U(u,02) = 4-202, where portfolio expected return, o is portfolio standard deviation, and p is the investor's risk-aversion coefficient. If the risk-free rate of return is 2%, the average return on the market index is 8%, and the standard deviation of the market index is 30%, what risk-aversion coefficient would justify investing 100% in the market index? (9 marks) c. Suppose the value of a portfolio over a 30-day period is log-normally distributed so that the 30-day log-return has mean 1.274% and standard deviation 8.601%. For a standard normal random variable with zero mean and unit variance, the probability that z is less than or equal to -1.645 is approximately 5%. What is the 30-day 5% VaR of the portfolio, expressed as log-returns? What is the 60-day 5% VaR? (9 marks) (25 marks)