please help me

.Darcy is a mean variance optimizer with a risk aversion coefficient of 3. For the coming year, he has the choice of investing his nest egg of $2000 in one of two risky mutual funds, A and B. A has an expected return of 9% and a standard deviation of 20%, whereas B has an expected return of 10% and a standard deviation of 25%. In addition to being able to invest in one of funds A and B, he can also invest in a short-term money market fund that invests in U.S. Treasury bills, which yield 6% currently. The money market fund also allows good clients like Darcy to short sell the money market fund with minimal transactions costs. The following additional information is available on the two funds. Which mutual fund should Darcy choose?

A.Mutual fund A

B.Mutual fund B

C.A and B are equally preferred

D.None of the above

Q4.An investor is faced with the problem of finding the efficient portfolio with an expected return of 8% when the market consists of two risky assets with the following characteristics: the expected return of asset 1 is 0.06 and its standard deviation is 0.01414.The expected return of asset 2 is 0.10 and its standard deviation is 0. 02236. The covariance between r₁and r₂= 0.0003. The return available on the riskless asset is r = 5%. The optimal risky portfolio (i.e. P*: the tangency point between the C.A.L and the (original) efficient frontier is obtained by investing w₁= 3.33 andw₂= -2.33 in, respectively, asset 1 and asset 2. To meet his investment objectives (i.e. an efficient portfolio with an expected return of 8%) the investor has to:

A.Borrow at the risk free .36%

B.Short sell P* for .36%

C.Lend at the risk free for .36%

D.Not enough information

Q5.Consider the following investment alternatives.First, a risky portfolioAthat pays a 15 percent rate of return with a probability of 60% or a 5 percent return with a probability of 40%. Second, another risky portfolioBthat has an expected return of 13.5% and a standard deviation of 12.64%. Kyle S. is arisk-averse investor with an utility function of. What should be the risk aversion coefficient of the investor so heindifferent between the two risky portfolios A and B?(T-bill that pays 6 percent)

A.3.8

B.3.68

C.432.87

D.4