Suppose there are two assets, one is risk-free and one is risky. The risk-free asset has a sure rate of return rf , the risky asset has a random rate of return r. Suppose the utility function od an investor is u(x) = e4x 4 . The initial wealth is 0, the dollar amount invested in the risky asset is , r is normally distributed with mean and variance . within the maximum utility framework, find the optimal investment .