3: Consider An Econom Problems4 (5).pdf m Course: 19-20 EC5320 Foundat Problems4 (5) pdf X X X O File C/Users/Tricia/Downloads/Proble $4% 20( 5 ) pdf 5. Once again with T 2, let the asset matrix be given by 1 and S -E:) A = 2 1 and suppose that all investors have the utility function u (c) In (c1) + In (c2) in particular, constant utility zero from present consumption. (1) Can you find an optimal portfolio for these investors? (2) Does there exist a strong arbitrage? (? 3: Consider An Econom Problems4 (5).pdf m Course: 19-20 EC5320 Foundat Problems4 (5) pdf X X X O File C/Users/Tricia/Downloads/Proble $4% 20( 5 ) pdf 5. Once again with T 2, let the asset matrix be given by 1 and S -E:) A = 2 1 and suppose that all investors have the utility function u (c) In (c1) + In (c2) in particular, constant utility zero from present consumption. (1) Can you find an optimal portfolio for these investors? (2) Does there exist a strong arbitrage? (