The risk-free asset has a 3.5% expected return. You have put together a risky portfolio with an expected return of 13.0% and a standard deviation of 25.0%. Your risk aversion is A = 2.4 and Hannah, the retiree who lives next door, has a risk aversion of A = 4.20. What is the expected return, standard deviation, and Sharpe ratio of your optimal complete portfolio using your risky portfolio? If an investor had an optimal complete portfolio with weights (123.58%, -23.58%) using your risky portfolio, what would be their risk aversion parameter, A? Suppose Hannah from next door drops by one day to share a risky portfolio she has constructed which has an expected return of 10.5% and a standard deviation of 20.0%. Is this risky portfolio superior to the one you have? Explain/demonstrate.