please show all work clearly!

= 2% = = Your client would like to invest $10,000 in both the risk-free asset with return of rf and the risky portfolio with expected return of Mm 15% and standard deviation of om = 20%. Her utility function is U(u,0) = u jao?, where her risk aversion is 4. a. [1pt] How much should you invest in the risky portfolio so that she can receive the greatest utility? b. [1pt] What is the expected return of this optimal portfolio? c. [1pt] What is the standard deviation of the returns of this optimal portfolio? d. [2pts] Suppose that your risky portfolio consists of 20% Stock A and 80% Stock B. What are the investment proportions of your client's overall portfolio in Stock A, B, and risk-free asset