Problem 2 Your client would like to invest $100.000 in both the risk-free asset with return of rs = 1% and the risky portfolio with expected return of the 12% and standard deviation of om = 20%. Her utility function is U (4,0) = 4 - jao', where her risk aversion is 2. a. [ipt] 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 40% Stock A and 60% Stock B. What are the investment proportions of your client's overall portfolio in Stock A, B, and risk-free asset