Suppose there are two assets, one is risk-free and one is risky. The risk-free asset has a sure rate of return r_f, the risky asset has a random rate of return r. Suppose the utility function of an investor is U(x) = - e^-4x/4. The initial wealth is w_0, the dollar amount invested in the risky asset is theta. r is normally distributed with mean mu and variance sigma^2. Based on the maximum utility framework, find the optimal investment strategy theta*. Suppose there are two assets, one is risk-free and one is risky. The risk-free asset has a sure rate of return r_f, the risky asset has a random rate of return r. Suppose the utility function of an investor is U(x) = - e^-4x/4. The initial wealth is w_0, the dollar amount invested in the risky asset is theta. r is normally distributed with mean mu and variance sigma^2. Based on the maximum utility framework, find the optimal investment strategy theta*