(15 points) You are asked to do an asset allocation using one risk-free asset and one risky asset. The expected return for the risky asset is \15 and the expected return for the risk-free asset is \5. Assume the volatility of the risky asset is \18. Your utility function is \\( U=R_{p}-\\frac{A}{2} \\sigma_{p}^{2} \\). If your risk aversion coefficient A equals 4. What's your optimal allocation to the risky asset