An investor has a particular utility function U = E(r) -50 Where E(rp) is the expected return on his investment portfolio and op is the portfolio variance. He can invest in the risk-free asset, which returns 3%, and an index fund, which returns 8% in expectation, with a standard deviation of 20%. If he chooses to borrow rather than hold the risk- free asset he will need to pay a 2% premium on the risk free rate. What is the optimal weight of each of these two assets in his portfolio