Question: 3. ( 15 points) You are asked to do an asset allocation using one risk-free asset and one risky asset. The expected return for the

 3. ( 15 points) You are asked to do an asset

3. ( 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 \\( \\mathrm{A} \\) equals 4 . What's your optimal allocation to the risky asset

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