Investors can allocate their wealth among three assets: one risk$-$free asset and two risky assets $($Stock A and Stock B$).$ Both Investors $1$ and $2$ are rational, mean$-$variance optimizers and they have the same beliefs about the expected returns and risks of stocks A and B$,$ as shown in the table below. The correlation between stocks A and B is $0\mathrm{.}2.$ The return of the risk$-$free asset is $4\%.$

Investor $1$ allocates $30\%$ of his wealth in the risk$-$free asset, $49\%$ in Stock A and $21\%$ in Stock B$.$ Investor $2$ has higher risk aversion than Investor $1,$ so she allocates $60\%$ of her wealth in the risk$-$free asset and the remaining $40\%$ in a combination of stocks A and B$.$ Both investors think their asset allocation decisions maximize their expected utility.

Expected Return: A :$7\%$ B :$8\%$

Standard Deviation: A:$12\%$ B :$20\%$

Please answer the following questions based on the information above.

What percentage of Investor $2$s total wealth is invested in Stock A$?($Hint: recall that if investors are rational and have the same information about risky assets, they will end up having the same risky portfolio.$)$

Calculate the expected return and standard deviation of Investor $2$s complete portfolio $($including the risk$-$free asset$).$

If Investor $2$s utility function is quadratic, i$.$e$.,$ U$2=$ E$($r$)0\mathrm{.}5$As$2,$ please estimate Investor $2$s coefficient of risk aversion A$.$