Suppose that you want to invest 100 in two securities whose rates of return have the following expected values and standard deviations: r_1 = 0.15, r_2 = 0.20, upsilon_1 = 0.20, upsilon_2 = 0.30. Moreover, the correlation between the rates of return is 0.2. Assume that the final wealth has a normal distribution. (a) If your goal is to maximize the expected utility and your utility function is U(x) = 1 - e^-0.004x how much should you invest in each security? (b) If your goal is to maximize the probability that your final wealth be at least 115, what should be your optimal portfolio? (c) if you want to use the VAR criterion what should be your optimal portfolio? (d) if you want to use the CVAR criterion what should be your optimal portfolio