Suppose you manage a mutual fund that has an expected return of 15% with a standard deviation of 30% for the coming year. One of your clients is thinking about investing his $100,000 in your fund and a money market fund, which generates 3% riskless return. How much should the client invest in the fund if the coefficient of his/her risk averston is given by A = 2? $33,333 $66,666 $55,555 $44,444 Question 5 20 pts Assume an investor has mean-variance utility function with A-3. To maximize her expected utility, she would choose the asset with an expected rate of return of _______ and a standard deviation of respectively. 10%; 10% 10%: 15% 12%: 20%