Hi! Please help!

Consider a situation when an investor has one risky asset and one risk-free asset available to her. The utility function of the investor is given by U = E[rp] (A/2)*(p)^2, where p indicates the portfolio, E[rp] is the expected return on the portfolio, (p)^2 is the variance of the portfolio, the risk-free rate is 5% and the parameter A denotes the risk-aversion of the investor. If the expected portfolio return is 9.5%, its standard deviation is 7.25%, and A = 2, then the solution for the optimal portfolio is ___________.

Select one:

a. 4.28

b. 0.31

c. 8.56

d. 0.62