Question: Help please. Having a difficult time with this question. You manage a risky portfolio with an expected rate of return of 18% and a standard

Help please. Having a difficult time with this question.

You manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 29%. The T-bill rate is 5%. Your client's degree of risk aversion is A = 2.5, assuming a utility function U = E(r) - %A02. a. What proportion, y, of the total investment should be invested in your fund? (Do not round intermediate calculations. Round your answer to 2 decimal places.) b. What are the expected value and standard deviation of the rate of return on your client's optimized portfolio

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