Re: Portfolio HW Problems

[Ratan Gupta, FRM]

My apologies, there is again typo here, there is no contradiction ->
Q20 option should be c => it should be the highest utility curve and
not the lowest => because an investor would want to maximise return
for a particular level of risk.

Thanks Geetha for highlighting this.

Thanks
Ratan

On Feb 8, 7:38 am, Geetha Vramani <vramani.gee...@gmail.com> wrote:
> Hi Ratan,
>
> In portfolio HW - Problem 18th and 20th answers are contradicting.
> Please clarify the concepts of highest utility, optimal portfolio and
> utility curve tangency to efficient frontier.
>
> Thanks,
> Geetha