2. Construct an optimal portfolio containing only the two risky assets assuming the investor's level of risk aversion is A=1 and A=4.(show the return, standard deviation, and utility of the portfolios) (16 Points) 3. Calculate the minimum variance portfolio. (4 Points) 4. Calculate the optimal risky market portfolio assuming that the risk-free rate is 2.5% per year. (8 points) 5. Calculate and graph the optimal portfolio containing the risky market portfolio and the risk-free asset for an investor assuming the investor's level of risk aversion is A-1 and A=4. (show the return, standard deviation, and utility of the portfolios). (16 Points) 2. Construct an optimal portfolio containing only the two risky assets assuming the investor's level of risk aversion is A=1 and A=4.(show the return, standard deviation, and utility of the portfolios) (16 Points) 3. Calculate the minimum variance portfolio. (4 Points) 4. Calculate the optimal risky market portfolio assuming that the risk-free rate is 2.5% per year. (8 points) 5. Calculate and graph the optimal portfolio containing the risky market portfolio and the risk-free asset for an investor assuming the investor's level of risk aversion is A-1 and A=4. (show the return, standard deviation, and utility of the portfolios). (16 Points)