Assuming two risk-free rates for lending and borrowing in the market: r(f) and r(b). Suppose your utility function is described by U=E(r)0.5A2 with A>0, and you are combining the risk-free asset with the optimal risky asset to maximize the utility. Consider the following two situations: 1. Suppose r(b)=r(f) : you form the optimal complete portfolio C1 by borrowing money at r(f) and invest y1 (i.e., y1 represents portfolio weight) in the optimal risky portfolio (P1). Your utility score under this situation is denoted as U1; II. Suppose r(b)>r(f) : you form another optimal complete portfolio C2 by borrowing money at r(b) and invest y2 (i.e., y2 represents portfolio weight) in the optimal risky portfolio (P2). Your utility score under this situation is denoted as U2. For simplicity, let's assume the optimal risky portfolios under these two situations are the same (i.e., E(P1)=E(P2) and (P1)=(P2)). What are the relationship between y1 and y2,U1 and U2 : a. y1>y2 and U1y2 and u1>U2