Question: Selena has been tasked with calculating the utility level for a client of Emberton Value Funds, and will use the same utility objective function we

Selena has been tasked with calculating the utility level for a client of Emberton Value Funds, and will use the same utility objective function we have used in the textbook. Using a detailed questionairre, Selena has determined that the client's aversion level (A) is 6.3, and has also estimated : the Market return = 14.4% with variance 60.2 the Risk-free rate is 4.4%, the Portfolio return = 12.9% with portfolio variance 48, and beta (relative to the market) is 1.32. Given this information, what is the utility level? Select one Da -143 O b -141 O.c. insufficient information to determine O d -159 0 8 9 Of. -175 04 -138 Clear my choice

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