5. An investor has to form a portfolio of two assets, a risky asset with an expected rate of return of 15% and a return standard deviation of 20% and a Treasury Bill that pays 6%. Assume the investor's risk aversion coefficient is A = 7.5. a. What is the optimal portfolio? - Elrp 2-1f YA67 cos'- 006) 7.5x0.22 = 0.3 b. What is the optimal portfolio's expected return and return standard deviation