An investor with a coefficient of risk aversion of 4 can trade one risk-free asset and two risky assets L and M. Security L has an expected rate of return of 22% and a standard deviation of return of 30%. Security M has an expected rate of return of 12% and a standard deviation of 5%. The correlation coefficient between the two risky securities is 0.5. The risk-free rate of borrowing is 7%, and the risk-free rate of lending is 3%. Describe the optimal complete portfolio for this investor, i.e., show the weights of each component in the complete portfolio, the expected return, the standard deviation of return, and the maximum utility on this optimal complete portfolio