Utility adjusted return = Up = Rp – 0.005(A)(ó2) UPORTFOLIO A = 6.7% - 0.005 *(6)* (8%)^2 = 4.78% UPORTFOLIO B = 6.9% - 0.005* (6) *(9%)^2 = 4.47% UPORTFOLIO C = 7.9% - 0.005* (6) *(12%)^2 = 3.58% Isn’t this just flat wrong?

you can take 0.5 if you want to take 0.08 for standard deviation or 0.005 if you are taking 8 as standard deviation. Answer would be same. Try it

UPORTFOLIO A = 6.7% - 0.005 *(6)* (8%)^2 = 4.78% in that case, you ignor the % sign, right? It is very confusing - and mathmatically incorrect.

yes for standard deviation ( 8 in this case), you ignore the % sign

agree with dawg here