Exercise 49 The indifference utility function is given as U(E(r),0) = E(r) - 0.5Ao?, where A is a risk-aversion coefficient. (i) How do we determine the optimal portfolio consisting of a risky asset and the risk-free asset that marimizes the utility ? (ii) There is a risk-free asset whose return is 0.05 and a risky asset whose expected return is 0.12 and standard deviation is 0.15. What are the opti- mal weights of these two assets for an investor with A = 4 that marimize the utility