Question: Problem 1 1 - 0 6 that Ms . A has a risk - tolerance factor of 8 , while Mr . B has a
Problem that Ms A has a risktolerance factor of while Mr B has a risktolerance factor of The characteristics for four model portfolios follow:
a Calculate the expected utility of each prospective portfolio for each of the two clients. Do not round intermediate calculations. Round your answers to two decimal places.
Ms A
Mr B
b Which portfolio represents the optimal strategic allocation for Ms A Which portfolio is optimal for Mr B
Portfolio
represents the optimal strategic allocation for Ms A Portfolio
is the optimal allocation for Mr B
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