I marks] 11. The data below corresponds to the historical performance of the Canadian bond market (asset 1) and Canadian stock market (asset 2). 2 02 0.04 0.05 0.06 0.14 0 In what follows, you may use the fact that if I invest 100w% of my wealth in bonds, then the mean and variance of the return on my portfolio are and (w) = 0.06 0.02w I 02 (w) = 0.0221w2 -0.0392w+ 0.0196, respectively. Furthermore, if I have exponential utility then the risk-adjusted return on my portfolio is (w)- 0.5avoo (w). (a) If my goal is to minimize risk, how much should I allocate to stocks? (b) If my goal is to maximize utility, how much should I allocate to stocks? Assume that I have exponential utility with a = 0.01 and that my current wealth is vo = 200.