You manage the following portfolio on behalf of an individual investor: Number of Units Current Price (per unit) Shares of AMP 5000 $1.10 Shares of BOQ 1000 $9.19 1-year zero-coupon bonds, with face value of $1000 10 $985.222 You estimate the following characteristics of the assets over the next year: Standard Deviation Expected Return 7% 20% AMP BOQ 6% 25% The correlation between AMP and BOQ is 0.3. You estimate that your client's utility function is U = E[r]- 30, and you will rebalance her portfolio accordingly. Expressed in dollars, what transactions* should you undertake to generate the optimal complete portfolio for your client (using only the three assets: bonds, AMP, and BOQ)? *An example transaction is "Buy $100 worth of AMP". You must show your calculations, including equations. [Hint: First solve for the optimal risky portfolio.]