Assume you have an optimal risky portfolio, $P,$ with an average return of $12\%$ and a standard deviation of $24\%.$ If the risk free rate is $3\%$ and you are presented with an investor whose utility is defined by $U=E(r_c)-\mathrm{.}5A{}_c^2$ Determine the optimal combined portfolio weights for the risky portfolio and risk free asset if you maximize the investor's utility subject to available portfolio combinations and the investor has a level of risk aversion given by $A=6.$ What is the optimal utility level, combined portfolio return and combined portfolio risk?