Stock A has an expected return of 14% and a standard deviation of 19%. Stock B has an expected return of 10% and a standard deviation of 11%. The correlation between the two assets is 0.8. The risk-free (lending) rate is 3%, while the risk-free borrowing rate is 6%. Peter has a risk aversion equal to 4. Weight of asset A in a portfolio that maximizes Peter's utility is (a) 18.93% (b) 36.45% (c) 63.55% (d) 73.77% Maximum utility provided by the portfolio that maximizes Peter's utility is (a) 0.0797 (b) 0.0823 (C) 0.0788 (d) 0.0756