Which is the investor's utility maximization problem in finding the weight on the risky asset y in the optimal complete portfolio?

Multiple choice question.

Max U $=$ rf $+$ y $[$E$($rP$)$ rf$](1)/(2)$ A y$2$

Max U $=$ rf $+$ y $[$E$($rP$)$ rf$]+(1)/(2)$ A y$2$ $2$

Max U $=$ rf $+$ y $[$E$($rP$)$ rf$]$ A y$2$

Max U $=$ rf $+$ y $[$E$($rP$)$ rf$](1)/(2)$ A y$2$ $2$