needs answers quickly please course is investment (1) Assume that...
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needs answers quickly please course is investment 
(1) Assume that E(rp)=14%,p=20%, and the risk-free rate is rf=6%. Utility function U=E(r)21A2. If an investor's coefficient of risk aversion is A=5, what is the optimal asset mix? (2) The yields to maturity for 1-year and 2-year zero-coupon bonds are 5% and 6%, respectively. Find the short rate in the second year
needs answers quickly please
course is investment
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