which one is the correct answer why

Consider a situation when an investor has one risky asset and one risk-free asset available to her. The utility function of the investor is given by U E[rp] (A/2)*(op)*2, where p indicates the portfolio, E[rp] is the expected return on the portfolio, (ap) 2 is the variance of the portfolio, the risk-free rate is 5% and the parameter A denotes the risk-aversion of the investor. If the expected portfolio return is 9.5%, its standard deviation is 7.25%, and A = 2, then the solution for the optimal portfolio is Select one: a. 4.28 b.0.62 c. 0.31 d. 8.56