#8 to be solved. Refer to #7

how you would compute for the optimal portfolio.) 8. Refer to Question 7. Assume the following values for asset characteristics. By using the expression you obtained above, compute the values of the weights for assets in the optimal portfolio for the following set of values for the risk aversion coefficient: A = {2,5,10, 100). Expected Standard Correlation 12.00% 20.00% Return Deviation Coefficient Covariance 0.0072 Security 11 Security 2 | 8.00961 13.0096| 0.3000 Refer to Question 8. Verbally, state the effect of increased aversion to risk on the choice of the optimal portfolio, i.e, the weights. How will your answer to the previous question change if there were a risk-free asset available for trade? 9. MacBook Air 888 8 9 command option