Question 5 1 pts You are hoping to create a portfolio by allocating investment funds between a safe asset and a risky portfolio. The return on the safe asset is 3%. The expected return on the risky portfolio is 10%, with a standard deviation of 18%. Assume you have mean-variance utility, with risk aversion parameter A = 2.5. What is the utility if you allocate 60% towards the risky portfolio and 40% towards the safe asset? O 0.0574 0.1002 0.0850 0.0618 O 0.0782