Ret Sp 500 \begin{tabular}{|l|l|l|l|} \hline Risk Premium & Std.dev & A & 2 \\ \hline Rf & var & & \\ \hline \end{tabular} Y Star W_index W_rf Return Std.Dev Utility Suppose the average return of the S\&P 500 over the last 50 years has been 7.8% with a standard deviation of 20% per year. Also assume the risk free rate is 3.5%. a. Find the optimal weight of the risky asset in a complete portfolio for an individual with a risk aversion coefficient of 2.5. Additionally, calculate the return, standard deviation and utility for the following portfolios. Weight Index=1 Weight Index=.75 Weight Index=.35 Weight Index =0