Suppose the average return of the S&P 500 over the last 50 years has been 8.25% with a standard deviation of 18% per year. Also assume the risk free rate is 3%. a. Find the optimal weight of the risky asset in a complete portfolio for an individual with a risk aversion coefficient of 2. Additionally, calculate the return, standard deviation and utility for the following portfolios. Weight Index = 1 Weight Index = .75 Weight Index = .30 Weight Index = 0