$2\mathrm{.}4$ What is the risk of the minimum variance portfolio?

Numeric

$3\mathrm{.}1$ Rami has a degree of risk aversion of $5.$ What is the weight of Fund A in portfolio of risky assets that maximizes Rami's utility?

$3\mathrm{.}2$ What is the weight of Fund B in the portfolio of risky assets that maximiz Rami's utility?

$3\mathrm{.}3$ What is the return of the portfolio of risky assets that maximizes Rami's utility?