You are about to construct your optimal complete portfolio from an optimal risky portfolio (p) and a risk free asset (f). Assuming you have recorded p's expected return and standard deviation in cell H253 and H254 below as 0.6148% and 4.7981%, respectively, and the f s return is 0.2204% in cell 1253. The weight allocations between p and fare in Cell H255 and I255 and are currently showing 0% each, with the sum of the weights in cell H256. Please first fill in cell H257 marked with '?' as if you were using Excel to calculate your utility, using U=E(r) - 1/2 Asigma^2, assuming your degree of risk aversion is 4. Then, when using Solver to solve for the optimal combined portfolio, what should you input in the following Solver window? Please write down everything as if you were using You are about to construct your optimal complete portfolio from an optimal risky portfolio (p) and a risk free asset (f). Assuming you have recorded p's expected return and standard deviation in cell H253 and H254 below as 0.6148% and 4.7981%, respectively, and the f s return is 0.2204% in cell 1253. The weight allocations between p and fare in Cell H255 and I255 and are currently showing 0% each, with the sum of the weights in cell H256. Please first fill in cell H257 marked with '?' as if you were using Excel to calculate your utility, using U=E(r) - 1/2 Asigma^2, assuming your degree of risk aversion is 4. Then, when using Solver to solve for the optimal combined portfolio, what should you input in the following Solver window? Please write down everything as if you were using