Question: Q4) Assume that your utility function is equal to U = [E(r)]? Ao. You create a portfolio of one risky stock with the expected return

Q4) Assume that your utility function is equal to U = [E(r)]? Ao. You create a portfolio of one risky stock with the expected return of hand standard deviation of Op, and one risk-free stock with the expected return of rf If you want to maximize your utility function, what portion of your wealth should go the risky stock? (10 points)

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