QUESTION 3 You need to form a portfolio using one risky asset and one risk-free asset. \" - I Assume that your degree of risk-aversion is 5. Your utility mction is Up = 5(1)) - it! v a: What is the weight of the risky asset in the optimal portfolio which gives you the highest utility? Weight of the risky asset: [a] (four decimals, no %) Answer format: if your answer is 61.1 %, enter 0.6110 if your answer is 61.17%, enter 0.6117 if your answer is 61.175%, enter 0.6118 QUESTION 4 You need to form a portfolio using two risky assets The correlation coefficient between Asset A and Asset B is 0.25 If you plan to hold 35% of Asset A and 65% of Asset B in the portfolio, what is the expected return of this portfolio (four decimals, no %)? Answer format: if your answer is 61.1%, enter 0.6110 if your answer is 61.17%, enter 0.6117 if your answer is 61 .175%. enter 0.6118