The utility of an investor can be described by the following utility function, which depends on the expected return u, and the variance, o, of the investor's portfolio: U(u,02) = 11-20 Suppose all investments available to the investor are located on the security market line cutting through the risk-free return, rf = 3%, and the market portfolio with expected return = 15%. The variance of the market portfolio is 25%. What portfolio would you recommend to this investor