Question 14 (3 points) Saved There is a risky portfolio that returns 11.30% and has a standard deviation of 12.80%. There is a risk-free asset that returns 1.60%. An investor has a utility function given by A U = TC house In their utility function, A=6. The investor maximizes their utility by creating a combined portfolio the risky portfolio and the risk-free asset. Determine the variance of the investor's optimal combined portfolio