11. Consider historical data showing that the average annual rate of return on the KOSPI200 portfolio over the past 40 years has averaged about 15% more than the 3-month government bonds return and that the KOSP1200 standard devation has been about 35% per year. Assume these values are representative of investor's expectations for future performance and the current 3 month overnment bonds rate is 0.5%. Use these values to solve problem. Assume that the month povernment bond is a risk free asset.) Calculate the best portfolio for an investor with a when utility function is as follows. utility function expected return 0.5"A"variance) OM HOSPOCO Index 200, government bond to KOSP1200 index 60%, government bond 40 KOSP1200 index 0, government bond 20% OKOSP1200 index 4096, government bond 60%