Additional "Turn-In Problem 2 (Optimal Asset Allocation) Use the information in problem 12, and assume your client's utility function is U = E(r) - A02. 1. What is his optimal allocation y, if his risk aversion, A, is 2, 5, or 10? 2. What if the expected return on your fund goes up to 20% (for A=2)? 3. What if the return standard deviation of your fund goes up to 35% (for A = 2; expected return is still 17%)