An investor's utility is measured by a quadratic function of u(r) and o(r): U(r) = 4 - 0.5A02. (where u= expected rate of return, o2 = variance of the rates of return, Risky Asset (M) Riskfree Asset () A= risk-aversion parameter = 0.8) 10% 2% This is a world of one risky(M) and one riskfree(f) asset. 20% 0% [i] What is the portfolio weight on the risky asset (M) of his optimal portfolio P? u [ii] What are his optimal portfolio Ps expected rate of return(u*) and standard deviation(0*) ? [iii] If the numbers in the table are realized data, what is the M(%) of his optimal portfolio P measured against the risky asset M