A game of chance offers the following odds and payoffs. Each play of the game costs $200, so the net profit per play is the payoff less $200.   Probability Payoff Net Profit 0.10 $700 $500 0.50 300 100 0.40 0 –200     a-1. What is the expected cash payoff? (Round your answer to the nearest whole dollar amount.) a-2. What is the expected rate of return? (Enter your answer as a percent rounded to the nearest whole number.) b-1. What is the variance of the expected returns? (In the calculation, use the percentage values, not the decimal values for the rates of return. Do not round intermediate calculations. Round your answer to the nearest whole number.) b-2. What is the standard deviation of the expected returns? (Enter your answer as a percent rounded to 2 decimal places.)

Present and Future Values of Single Cash Flows for Different Interest Rates Use both the TVM equations and a financial calculator to find the following values. (Hint: If you are using a financial calculator, you can enter the known values and then press the appropriate key to find the unknown variable. Then, without clearing the TVM register, you can "override" the variable that changes by simply entering a new value for it and then pressing the key for the unknown variable to obtain the second answer. This procedure can be used in parts b and d, and in many other situations, to see how changes in input variables affect the output variable.) Do not round intermediate calculations. Round your answers to the nearest cent. An initial $700 compounded for 10 years at 3%. $ An initial $700 compounded for 10 years at 6%. $ The present value of $700 due in 10 years at a 3% discount rate. $ The present value of $700 due in 10 years at a 6% discount rate. $

Please help me with this problem.  Thanks

Suppose that you have the following utility function: U=E(r) – ½ Aσ2   and A=3  Suppose that you have $10 million to invest for one year and you want to invest that money into ETFs tracking the S&P 500 (US) and S&P/TSX 60 (Canada) index, which are often used as proxies for the US and Canadian stock markets, respectively, and the Canadian one-year T-bill. Assume that the interest rate of the one-year T-bill is 0.35% per annum.   You have found two ETFs that you are interested in. From a set of their historical data between 2001 and 2019, you have estimated the annual expected returns, standard deviations, and covariance as follows: ETFUS :  E(r)= 0.070584 0.173687 ETFCDA  :  E(r)= 0.073763                                     0.16816 Covariance between ETFUS and ETFCDA = 0.02397 Answer the following questions using Excel: What is the optimal portfolio of ETFUS  and ETFCDA? Also submit an Excel file to show your work.