Kindly solve it please, everything is given but If you feel something is missing kindly assume it.Thanks

[10 points] A risk-averse investor wants to allocate an investment budget between a risky portfolio, P, and a risk-free asset, f. To find the proportion y to be allocated to the risky asset, the investor maximizes a utility score as follows: 1 mixr, + y[E(rp) 1}] EAyzarE where, nis the rate of return on the risky-free asset, Eir') is the expected rate of return on portfolio P, a} is its variance and A is an Index of risk-aversion. Ii) Determine an expression for the optimal proportion y as a function of Elr"), ff, A and 03. [ii] If r, = 0.03, Elr') = 0.12, 03:0.0625 and A=4, calculate the optimal proportion y to be Invested in the risky portfolio