What kind of sentence should follow the phrase "I am afraid", assertive or interogative? For example, is the following sentence grammatical?
I am afraid is it appropriate ask me a copy of it.
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(Be) Afraid is a psychological predicate adjective (a "psych-predicate" in the trade) referring to emotions experienced by the subject of the predicate (here, I).
There are a lot of psych-predicates in English; many look like passives because they use predicate adjectives that are either formed or indistinguishable from past participles. However, they're not passives, because they don't normally take a by-phrase to express agent, but rather a noun or a clause of some sort that refers to the cause of the emotion; the noun or clause may well use a preposition, but it won't be by.
E.g, to mention only synonymous predicates (which use of),
Psych-predicates require a human subject (or an anthropomorphized animal, thing, or concept), and often correlate with the words that the participial adjectives are formed from.
E.g, in this case
Some of these predicates take agent subjects and patient objects (The tiger scared the mice), while others take patient experiencer subjects and a prepositional phrase (The tiger is scared of mice), and there are other patterns as well.