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An individual investor with a simple mean and variance utility function has a risk aversion of 8 . 1 . This investor is considering investing

An individual investor with a simple mean and variance utility function has a risk aversion of 8.1. This investor is considering investing in a riskfree asset and any number of risky assets up to a max of 20. The investor has forecasted the expected return of the risky assets. Determine the Portfolio Weights of the Optimal Risky Portfolio and the Optimal Complete Portfolio.
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