Question: Post - FINL180124_Solution.de Confidential Identification code Finance II, FIN-II Jan 2019 Talking Page Question 11. You found a portfolio that you really like. The expected

Post - FINL180124_Solution.de Confidential Identification code Finance II, FIN-II Jan 2019 Talking Page Question 11. You found a portfolio that you really like. The expected return is 8% The risk-free rate is 1% The sharpe ratio is 0.6 The portfolio is a combination of a risk-free asset and the Optimal Risky Portfolio The share in the risk-free asset is 20% c) What is your risk aversion? d) What is the Utility of this portfolio? The risk and return relationship part 2 - CAPM | ACCA... 19 )

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