Let's now consider a ease in which asset e is risky. There are 2 possibilities, rd 2 U with probability 1} 2 and ra : '3 with probability 1/2, n, : 1 in all eases. The agent will maximize her expected utility: \"(01, (:2) = 109(471] + E[r:2]. 5. State the agent's budget constraints. [HINT: there are 2 budgets constraints when old, one for each realization of rd] 6. What is the demand for assets a and b? [HINT: The agent is risk neutral here.]