You have constructed the optimal risky portfolio by combining a stock fund and a real estate fund into a single portfolio. The portfolio weights in the optimal risky portfolio are Stock Fund Real Estate Fund Weight in optimal risky portfolio 0.75 0.25 The mean return on the optimal risky portfolio is 18%, and the standard deviation of returns is 20%. The risk-free asset pays a risk-free rate of return of 2%. Suppose you have mean-variance utility of the following form: U (Tp) = Hy - () Ao Your coefficient of risk aversion is A=5. Solve for the portfolio weights on the (1) stock fund, the (11) real estate fund, and the (iii) risk-free asset in the optimal complete portfolio which maximizes your utility stock=1.5, real estate=0.5, risk-free--1.0 stock=0.75, real estate=0.25, risk-free-0.0 stock=0.3, real estate=0.1, risk-free.0.6 O stock=0.6, real estate=0.2, risk-free=0.2