please make sure the answer is correct and attach with formulars that are correct. thanks

1. Using the information in the table, compute the structure of the optimal portfolio W when there are two risky assets, bond fund and stock fund, as well as one risk free asset. r=0.03. Please note that you need to provide the structure for the optimal risky portfolio P first. Note: The utility function is U = E(r)- ao ?, where the risk averse parameter a is 2. Expected Return Standard Dev. 5% Bond Stock Covariance 10% 15% 8% 0.45% 10.03 0.0045 P= = 0.3 0.10.15 E(C)=(1-w)(.05)+ WC.08) Var()= (1-w) (.01)+w? (.0225)+2w(1-w)(.0045)