a. An investor has the utility function where the investors utility score = expected return 1/2 x A x variance, and the investor is considering investing in the optimal risky portfolio and the riskfree asset from problem 5. If the investors coefficient of risk aversion constant A is 1.75, what is their optimal portfolio weight to invest in the optimal risky portfolio to form their complete portfolio?

b. What is the expected return on this investors complete portfolio?

c. What is the standard deviation of this investors complete portfolio?

d. Using previous answers, what is the Sharpe ratio of this investors complete portfolio? Note that the Sharpe Ratio is shown as a number rather than a percentage.