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Question 15 Please use the following information for this question. Assets Cam Buta Stock A A 15 Expected return 018 I Flag question Stock B 2.4 o Market 0.10 "Marker refers to the value-weighted aggregate portfolio of all risky assets. And we assume that all assets are correctly priced according to CAPM. what is the expected return of stock B? Please round your calculation to the nearest 2 decimal and final in the calculated number below. Answer0 18 Question 16 Two investors A and B in the same market have their preferences represented by the utility function U-ECO) -0.5a02, where the risk aversion coefficient a is lower for investor B. They also have the same amount of money to invest. Based on the optimal portfolio theory, which statement below is true? Maste out of 100 Prag question Select one O A. Investor A will invest loss in the risk free asset than investor B . OB Investor A will invest the same amount in the risk-free asset as investor B. OcInvestor A will invest more in the risk free asset than investor B OD None of the other statements is correct o E. There is no enough information to tel 17 Suppose investors have the typical mean-variance utility and can lend money at some risk-free rate, 36, Due to borrowing constraints, investors would have to borrow money at a higher risk-free rate, 5%. Investor 1 is less risk averse, and as such her optimal investment strategy is to borrow and take a leveraged position Metres out of 100 in the risky assets. Investor 2 is more risk averse, and as such her optimal investment strategy is to invest some money in risk-free lending and the balance in the Preston risky assets. Which statement below about the chosen portfolios of risky assets for investors 1 and 2, P, and P. respectively, is true? Select one OAP, and Ps are the same portfolio OBP, has higher expected return and volatility than P, but same sharpe ratio as P, O C. P, has higher expected return and volatility than P. but lower Sharpe ratio than P o D. P, has lower expected return and volatility than P, but Game Sharpe ratio as P, EP, has lower expected return and volatility than P. but higher sharpe ratio as P Question 18 Please use the following information for this question. Return standard deviation and east of Prag question 0.15