If the Capital Allocation Line is given by the E(r) = 0.7sigma + 0.004, what is the expected return of Eric's optimal complete portfolio? Eric's risk-aversion index is A=3.54. Use the standard utility function from the textbook.

Report a % with two decimals. If your answer is 3.56%, enter "3.56"

This is a difficult question. Please attempt this after you have had a look at the other questions.