Your client would like to invest $20,000 in two risky assets A and B where Stock Expected return Standard deviation 12% 10% 18% 30% correlation(A,B) = 0.2 Her utility function is U (u,0) = u - kao, where her risk aversion is 4. How much should you invest in stock A and B so that she can receive the greatest utility? Your client would like to invest $20,000 in two risky assets A and B where Stock Expected return Standard deviation 12% 10% 18% 30% correlation(A,B) = 0.2 Her utility function is U (u,0) = u - kao, where her risk aversion is 4. How much should you invest in stock A and B so that she can receive the greatest utility