Expected returns and standard deviations


Problem:

The risk-free rate is 5% and two stocks have the following expected returns and standard deviations:

STOCK A

E(ra) = 10%
sigma(a)=20%

STOCK B

E(rb) = 15%
sigma(b) = 27%

An investor with a degree of risk aversion of 3 and a utility function of the form U = E(r) - 1/2Asigma^2 would find that:

a) only stock A is attractive

b) only stock B is attractive

c) neither stock A nor stock B is attractive

d) both stock A and stock B are attractive

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Strategic Management: Expected returns and standard deviations
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