6. Given-autility function as U = E(r) A02, and there are N risky assets with expected returns and standard deviations, E[r), E[r2), ..., E[rn] and 01, 02, ..., On. There also exists a risk-free asset with: a risk-free rate rf. What is the optimal risky portfolio among these assets for a risk-neutral investor (i.e. A = 0) if short sales are not allowed? (6 pts) 6. Given-autility function as U = E(r) A02, and there are N risky assets with expected returns and standard deviations, E[r), E[r2), ..., E[rn] and 01, 02, ..., On. There also exists a risk-free asset with: a risk-free rate rf. What is the optimal risky portfolio among these assets for a risk-neutral investor (i.e. A = 0) if short sales are not allowed? (6 pts)