5. Suppose the average return of the S&P 500 over the last 50 years has been 8.25% with a standard deviation of 18% per year. Also assume the risk free rate is 3%. a. Find the optimal weight of the risky asset in a complete portfolio for an individual with a risk aversion coefficient of 2. Additionally, calculate the return, standard deviation and utility for the following portfolios. Weight Weight Index = .75 Weight Index = .30 Weight Index = 0 Index = 1 Home Insert Draw Page Layout Formulas Data Review View Developer Tell me V 11 : ' V = aby Wrap Text General A lali Merge & Center 00 $ %) Number Font Alignment K30 D E F G H M A 2 X Cut Calibri (Body) Copy v Paste Format BIU Clipboard x V fx A B 1 2 Ret Sp 500 3 Risk Premium Std.dev 4 Rf var 5 6 7 Y Star 8 9 10 W_index w_rf 11 1 0 12 0.75 0.25 13 0.3 0.7 14 0 1 15 16 17 18 19 20 21 22 23 24 25 26 Return Std.Dev Utility