6.) Suppose there are two assets available to an investor. One is risk-free and has a return of 1 percent The other is risky and has an expected return of 0.05 (5%) and a variance of 0.16 (16%). The investor is an expected utility maximizer with a utility function: ufr) = [0) A Var(r) The investor is trying to decide what fraction a of his wealth he will invest in the risky asset (A) Write down the investor's maximization problem, (B) Find a formula for a', the optimal fraction of wealth that the investor will invest in the risky asset