5. Consider a risky asset (P) that has an expected return of 0.2 and standard deviation of 0.4, and a risk-free asset (F) that has an expected return of 0.02 and a standard deviation of 0. a. Draw the capital allocation line. Make sure to label important points (intercept, slope, etc). (5) b. A person's utility is given by , where is the return to the combined investment of the risky and risk-free assets, and is the variance of the return. i. What is the optimal fraction of an investment to put into P and F? (5} ii. What will be the optimal from an investment? (5) iii. What will be the resulting maximum expected utility? (5) c. A person's utility is given by , where is the retum to the combined investment of the risky and risk-free assets, and is the variance of the return. i. What is the optimal fraction of an investment to put into P and F? (5) ii. What will be the optimal from an investment? (5) iii. What will be the resulting maximum expected utility