3. Suppose that you have found an optimal portfolio P of risky assets which will have a stochastic return Rp. It has an expected return denoted by E[Rp) and a volatility denoted by Op. You form your complete portfolio C by deciding on the portfolio weight y invested into P and the weight 1 y invested into the risk-free asset which has a deterministic return re (risk free rate). a. Write down an expression for the return on the complete portfolio, Rc.[4] b. Suppose you have preferences given by U(y) = E[R] - Ao? ; where A is a parameter that determines risk aversion, E[R.) is the expected return on the complete portfolio and o is the variance of the complete portfolio. Solve for the optimal weight in P. [6]