Your client would like to invest $20,000 in both the risk-free asset with return of rs = 2% and the risky portfolio with expected return of plom = 15% and standard deviation of om = 40%. Her utility function is U (1, 0) = u kaoa, where her risk aversion is 5. a. [1pt] How much should you invest in the risky portfolio so that she can receive the greatest utility? b. [1pt] What is the expected return of this optimal portfolio? C. (1pt] What is the standard deviation of the returns of this optimal portfolio? d. [2pts) Suppose that your risky portfolio consists of 60% Stock A and 40% Stock B. What are the investment proportions of your client's overall portfolio in Stock A, B, and risk-free asset? Your client would like to invest $20,000 in both the risk-free asset with return of rs = 2% and the risky portfolio with expected return of plom = 15% and standard deviation of om = 40%. Her utility function is U (1, 0) = u kaoa, where her risk aversion is 5. a. [1pt] How much should you invest in the risky portfolio so that she can receive the greatest utility? b. [1pt] What is the expected return of this optimal portfolio? C. (1pt] What is the standard deviation of the returns of this optimal portfolio? d. [2pts) Suppose that your risky portfolio consists of 60% Stock A and 40% Stock B. What are the investment proportions of your client's overall portfolio in Stock A, B, and risk-free asset