2. Given the risk-free rate of T-bill (F) is rf = 5%, the broad market (index M) has an expected return of 25% with Om = 10%. Here comes an investor with specific risk aversion degree of A = 2. Decide the index weight, expected return and Sharpe ratio of the investor's complete portfolio (C). Moreover, if the investor expects an extraordinary 35% rate of return, what will he do