Intro Suppose that you manage a portfolio with a standard deviation of 40% and an expected return of 12%. An investor wants to invest a proportion of his investment budget in your fund. The remaining proportion of his investment budget will be invested in Treasury bills. The T-bill rate is 6%. Part 1 - Attempt 1/10 for 10 pts. If the investor wants to maximize their expected return on their complete portfolio subject to the constraint that the complete portfolio's standard deviation will not exceed 17%, what fraction should they invest in your fund? 3+ decimals Submit Part 2 - Attempt 1/10 for 10 pts. Now suppose that the investor has a degree of risk aversion of A = 2.3. What fraction should they invest in your fund? 3+ decimals Submit