An investor has an exponential utility function

with a coefficient of absolute risk aversion

$0\mathrm{.}75.$ With a budget of $1,000,$ he is interested

in investing in assets A and B$,$ out of which B

is riskless. Knowing that the mean return of

asset $A$ is $6\%$ p$.$a$.$ and that its risk measured

by semi$-$annual volatility is $25\%,$ and that as$-$

set $B$ yi $-$ is a quarterly return of $0\mathrm{.}75\%,$ de$-$

termine the amount invested into asset $A.$

Sketch the position of this portfolio in MV

space.