The risk free rate is 3%. The optimal risky portfolio has an expected return of 9% an standard deviation of 20%. Answer the following questions. Assume the utility function of an investor is U=E(r)0.52. What is condition of A to make the investors prefer the optimal risky portfolio than the risk free asset? Assume the utility function of an investor is U=E(r)2.52 What is the expected return and standard deviation of the investor's optimal complete portfolio