In order to construct an optimal portfolio which maximizes a clients utility score, which risky asset, either a FTSE100 index tracking portfolio or your individually chosen share from question 2, Burberry company) should be used to mix with a risk free asset? Using your clients degree of risk aversion A = 2, a utility score function and a risk-free rate of 0.1% per year, calculate the optimal weight allocation into the risk free asset for this client. Your discussion should be supported by relevant portfolio theories