Let's say that you have amount of 1 to invest and there are two types of financial assets: asset A is risk-free and current price is 1 (short selling allowed) and price next period price is going to duplicate (100% increase). Risky asset pays no dividens and short selling not allowed. Risky asset's current price is 1 and next period Y, that is a random variable with distribution Y = 1 probability AY = 2 probability A2; Y = 3 probability A3 (Always positive returns) What is the amount invested in risky financial asset using U(rate portfolio) = 1 - exp(-b* rate portfolio), when b>0?