To build an optimal portfolio that maximizes customer utility scores, what should be mixed with risk-free assets?

If your client risk aversion degree A is 2 with utility function U(1, 0) = u Aoand the risk free rate of return being assumed to be 0.1% a year, calculate the optimal weight allocation into the risk free asset for this client. Your discussion should be supported by relevant portfolio theories. + If your client risk aversion degree A is 2 with utility function U(1, 0) = u Aoand the risk free rate of return being assumed to be 0.1% a year, calculate the optimal weight allocation into the risk free asset for this client. Your discussion should be supported by relevant portfolio theories. +