Suppose now that the investor's utility was given by U (r) = E (r) -1/2 A sigma (r) where A is his risk aversion coefficient and sigma is the standard deviation of returns. Suppose investor cannot borrow at any risk-free rate. Fix a level of utility for this investor and use it to draw an indif ference curve on a graph that has expected return on the vertical axis and standard deviation on the horizontal axis. Write down a rule about how the investor will choose what fraction of wealth he will invest in the risky asset and which fraction in the risk-free asset. Apply the rule you wrote above to find the value of y* given the characteristics of both assets and the risk-aversion of the investor