14. (10 pts: 5 +5) Suppose that you want to invest 100 in two securities whose rates of return have the following expected values and standard devi- ations: r10.15, 2 0.20, v10.20,20.30. Moreover, the correlation between the rates of return is 0.2. Assume that the final wealth has a normal distribution. (a) If your goal is to maximize the expected utility and your utility function is U(x) 1- e-0.005 how much should you invest in each security? (b) If you want to use the VAR criterion, what should be your optimal portfolio