Consider the following risk$-$return characteristics for funds A and B:The correlation coefficient between thereturns of fund A and fund B is $0\mathrm{.}4.$Fund A $($Equity$)$Fund B $($Debt$)$Expected return$15\%9\%$Risk$20\%16\%$Rami has a degree of risk aversion of $5.$ What is the weight of Fund A in a portfolio of risky assets that maximizes Rami's utility?Numeric$3\mathrm{.}2$ What is the weight of Fund B in the portfolio of risky assets that maximizes Rami's utility?$3\mathrm{.}3$ What is the return of the portfolio of risky assets that maximizes Ramis utility?$3\mathrm{.}4$ What is the risk of the portfolio that maximizes Rami's utility?