(a) (10pts). An investor considers the possibility of investing in three assets with the following possible total return: The total return of the three investment options: 0.2 Probability Asset 1 3.0 0.4 11. 0 0.4 0 Asset 2 5.0 0 2.0 Risk-free 1.1 1.1 1.1 Assume the logarithmic utility function for the investor. Find his optimal allocation of in- vestment according to his utility. (b) (5pts). Given a solver for Ax = b, where A ER"X" and b ER" are inputs and x ER" is the output. Make use of this solver for part (a) by writing the the pseudo codes. (a) (10pts). An investor considers the possibility of investing in three assets with the following possible total return: The total return of the three investment options: 0.2 Probability Asset 1 3.0 0.4 11. 0 0.4 0 Asset 2 5.0 0 2.0 Risk-free 1.1 1.1 1.1 Assume the logarithmic utility function for the investor. Find his optimal allocation of in- vestment according to his utility. (b) (5pts). Given a solver for Ax = b, where A ER"X" and b ER" are inputs and x ER" is the output. Make use of this solver for part (a) by writing the the pseudo codes