(1 point) My investable wealth is $7500 and I have exponential utility with a = 0.005. There are two assets in which I can invest, and the returns on those assets are normally distributed. The mean and volatility of the returns on the assets are given in the following table, and the correlation between the returns is -50%. Asset i Mi, Expected Return on Asset i 9% 0, Volatility of Return on Asset i 10% 1 2 10% 18% (a) Determine the allocation to the first asset that would maximize my expected utility. Please express your answer as a percentage, to the nearest ten basis points. Utility-Maximizing Allocation = % (b) Determine the allocation to the first asset that would minimize the volatility of the portfolio return. Please express your answer as a percentage, to the nearest ten basis points. Variance-Minimizing Allocation = % (1 point) My investable wealth is $7500 and I have exponential utility with a = 0.005. There are two assets in which I can invest, and the returns on those assets are normally distributed. The mean and volatility of the returns on the assets are given in the following table, and the correlation between the returns is -50%. Asset i Mi, Expected Return on Asset i 9% 0, Volatility of Return on Asset i 10% 1 2 10% 18% (a) Determine the allocation to the first asset that would maximize my expected utility. Please express your answer as a percentage, to the nearest ten basis points. Utility-Maximizing Allocation = % (b) Determine the allocation to the first asset that would minimize the volatility of the portfolio return. Please express your answer as a percentage, to the nearest ten basis points. Variance-Minimizing Allocation = %