U(W)=1W1 where y (risk-aversion coefficient) =2. She invests in a portfolio that is made up of stocks A,B and C with the following information: The returns on stocks are correlated with the following correlation coefficients: (A,B)=0.4,(A,C)=0.2 and (B,C)=0.3. Required: Calculate the expected utility for the investor if her investment portfolio consists of 30% in stock A, 30% in stock B and 40% in stock C. Note: You may want to show your working on how you arrive at the final answer, so that partial marks can be allocated for incorrect answer. State your final answer in 6 decimals e.g., -0.123456