1. You are trying to construct an optimal portfolio for a client with a risk aversion coefficient of A=4. You candidate assets are riskless asset with an expected return of 7% and a risky portfolio with expected return of 10% and volatility of 18%. Perform the following tasks in Excel
   1. calculate the utility function for this investor by changing the risky asset weights from 0 to 1 with a 0.05 increment. 
   2. Identify the optimal portfolio by identifying risk asset weights which gives the maximum utility value
   3. Calculate the optimal risky asset weights by using the solution we developed in the lecture notes