4. Mr. Lee has the utility function of U = E(r) - 402, where E(r) is the expected return and o is the standard deviation. Asset Expected Return Standard Deviation Risk-free Rate 5% 0 Asset A 10% 10% Asset B 15% 15% Correlation coefficient of Asset A and Asset B is 0.5. What are the weights of Risk-free Asset, Asset A and Asset B in the optimal complete portfolio for Mr. Lee? (1 mark)