12. What is the return on a portfolio that combines Ford and Goodyear that maximizes the 28.01 utility of a risk averse investor named Winston with A=4? xati b PS.80 .9

12. What is the return on a portfolio that combines Ford and Goodyear that maximizes the utility of a risk averse investor named Winston with A=4 ? \begin{tabular}{|c|c|c|} \hline & GoodyearReturns & FordReturns \\ \hline 2011 & 1.0% & 5.1% \\ \hline 2012 & 22.5% & 20.8% \\ \hline 2013 & 16.0% & 13.6% \\ \hline 2014 & 19.5% & 17.5% \\ \hline 2015 & 12.0% & 13.2% \\ \hline \end{tabular} a. 16.6% b. 14.5% c. 12.1% d. 9.3% e. None of the above