Anne has learned that she can combine risky assets to form an optimal risky portfolio P with the expected return of 8.2% and standard deviation of 23.7%. The risk free rate is currently 2.1%. She has a quadratic utility function. She is risk averse with a risk aversion parameter of 4. She wants to split her capital between the optimal risky portfolio P and the risk free asset. What is the expected return of her complete portfolio? 5.87% 2.12% 6.43% 0 3.76% 4.13% 2.49% 10.31% 9.09% Question 19 5 pts Your client's utility function is described as a quadratic function U = E(R) (1/2) x Ax sigma?. She is risk averse with A=5.217 and considers the assets listed below for her investment. Which of the assets does she least prefer? Asset 2: E(R)=0.13, sigma(R)=0.34 Asset 1: E(R)=0.22, sigma(R)=0.53 Asset 4: E(R)=0.13, sigma(R)=0.19 O Asset 3: E(R)=0.12, sigma(R)=0.32