Assume two stocks with expected returns of $10\%$ and $12\%,$ variances of $0\mathrm{.}81$ and $1,$ and coefficient of correlation $.$ An investor has a mean$-$variance utility function $E(u)=E(x)-0\mathrm{.}5$Var$(x),$ where $x$ is his return. He has to divide his unit fund by a weight $w$ for stock $1$ and $(1-w$