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A fund is being managed on behalf of a client that has a coefficient of risk aversion of 3. The fund manager is allocating the total portfolio across two asset classes: 1) A risky asset portfolio has an expected return of 0.10 and a variance of returns of 0.0256. 2) A risk-free asset with an expected return of 0.05. Calculate the weighting in the risky portfolio that would maximise the utility for this client. Select one: a. 25.43% b. 65.1% C. 6.16% d. 93.84% e. 34.9%