Consider the following two stocks. Assume that the risk-free rate is 2% and agents' utility functions are U = E(rp) - 0.5A0%. Stock X currently trades at $80 and has the following price and dividend distribution based on the state of the economy: State of the Economy 1 Probability. 0.1 Year-End Price $175 Dividends $5 2 0.2 $140 $4 3 0.35 $90 $3.5 4 0.25 5 0.1 $60 $35 $1 $0 Stock Y currently trades at $65 and has the following price and dividend distribution based on the state of the economy. State of the Economy Probability. 0.1 Year-End Price Dividends $105 1 2 0.2 $88 3 0.35 $65 4 0.25 $55 5 0.1 $50 $0 $0 Calculate E (rx). Note: Answer in percentages with two decimals. For example, if you find the answer to be 0.1052, submit 10.52 as the answer. 1. Calculate E(rY). < 2. Calculate oX. 3. Calculate oY. < 4. Are the stocks X and Y worth investing in for a risk-neutral investors? < 5. Mark and Jane are retail investors with risk aversion coefficients of 1 and 2, respectively. Which stock would Mark and Jane prefer to invest in?