Q5. (12 points) An investor's utility function is given by: U=E[r]21A2. There are two assets available in the market, with expected returns and standard deviations of E[r1]=15%,1= 20%,E[r2]=5%,2=0% (a) (4 points) Suppose that the investor allocates w1=50% of his wealth to asset 1 and the rest in asset 2 , what is the value the investor's risk aversion coefficient A ? (b) (4 points) Now there is a new risky asset with expected return and standard deviation of E[r3]=15%,3=30%. Its correlation with asset 1 is 0.5 . What is the optimal risky portfolio? (c) (4 points) What is the investors' overall optimal portfolio now