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Homework answers / question archive / Suppout tut the average investor in a hedge fund cahibits mild risk version with a utility function for wealth of the form 63,45 The average investor has an amount invested in the fund, where yox of is invested in risky capitals and the remaining on ested in risk free money markets

Suppout tut the average investor in a hedge fund cahibits mild risk version with a utility function for wealth of the form 63,45 The average investor has an amount invested in the fund, where yox of is invested in risky capitals and the remaining on ested in risk free money markets. Assume that due to a recent crise within the capital market there is now a 35% chance that the value of the risky capital assets held by the average investor will decrease by 40% during the next few months Verily both phically and mathematically that the average investor exhibits risk version Calculate the risk neutrale of the portfolio held by the average Investor Calculate the content of this portfolio and compare it with part Calculate the premium on this portfolio and provide a brief interpretation of it Calculate the minimum se price of the capital assets for the average Invest TE v Medu