Your client, Bo Regard, holds a complete portfolio that consists of a portfolio of risky assets (P) and T-Bills. The information below refers to these assets. Proportion of Complete Portfolio in P: 80% Proportion of Complete Portfolio in T-bills: 20% 8. Assume the following utility function: U=E(r)(2A)2 If Bo Regards risk aversion (A) is 4, calculate for his Optimal Complete Portfolio: a) Weights in risky assets (P) and T-bills. b) The expected return? c) Standard deviation d) Sharpe ratio