I only need part "b"

Consider a single-period market that contains a $100 risk-free bond with a bond rate of 1% and risky $200 stock. Suppose that the rate of return on the stock is normally distributed with means = 10% and standard deviation Os = 25%. (a) State the expected return and associated risk (as measured by the standard deviation) in terms of w if w is the stock's weight allocation in the portfolio. Hrv(w) = .09w+.01 07(w) = 15/2w12 (b) Suppose that the utility function used was ux) = -e .wow and the portfolio was constructed so that it's initial value was $8000 and the expected utility of future wealth was maximized. Determine the following: The percentage of the portfolio's initial value invested in: the stock, w = wi = % to 2 decimal places the bond, W2 = % to 2 decimal places Use these values to solve parts (ii)-(iv). (II) The number of: shares of stock in the portfolio, x = to 2 decimal places bond units in the portfolio, y = to 2 decimal places Consider a single-period market that contains a $100 risk-free bond with a bond rate of 1% and risky $200 stock. Suppose that the rate of return on the stock is normally distributed with means = 10% and standard deviation Os = 25%. (a) State the expected return and associated risk (as measured by the standard deviation) in terms of w if w is the stock's weight allocation in the portfolio. Hrv(w) = .09w+.01 07(w) = 15/2w12 (b) Suppose that the utility function used was ux) = -e .wow and the portfolio was constructed so that it's initial value was $8000 and the expected utility of future wealth was maximized. Determine the following: The percentage of the portfolio's initial value invested in: the stock, w = wi = % to 2 decimal places the bond, W2 = % to 2 decimal places Use these values to solve parts (ii)-(iv). (II) The number of: shares of stock in the portfolio, x = to 2 decimal places bond units in the portfolio, y = to 2 decimal places