Consider a portfolio consisting of two risky assets with initial values of $250 and $500, that have a correlation coefficient of p = 0.8, whose rates of returns follow a bivariate normal distribution and: Asset i Mi, Return on Asset i 14% 11% 0;, Risk in Asset i 28% 10% (a) Suppose that the initial value of the portfolio was $4000. Determine the allocation weights wi and w for Assets 1 and 2 in a maximum expected utility portfolio if the utility used is u(v) = -e-0.001*v. W1 = % to 2 decimal places W2 = % to 2 decimal places (b) Using the results in part (a), determine the number of shares x and x2 of Assets 1 and 2 in the portfolio. x1 = to 4 decimal places x2 = to 4 decimal places (c) Using the rounded results from above, determine the expected rate of return on the maximum expected utility portfolio. % to 2 decimal places (d) Determine the standard deviation in the rate of return on the maximum expected utility portfolio. Orv = % to 2 decimal places Consider a portfolio consisting of two risky assets with initial values of $250 and $500, that have a correlation coefficient of p = 0.8, whose rates of returns follow a bivariate normal distribution and: Asset i Mi, Return on Asset i 14% 11% 0;, Risk in Asset i 28% 10% (a) Suppose that the initial value of the portfolio was $4000. Determine the allocation weights wi and w for Assets 1 and 2 in a maximum expected utility portfolio if the utility used is u(v) = -e-0.001*v. W1 = % to 2 decimal places W2 = % to 2 decimal places (b) Using the results in part (a), determine the number of shares x and x2 of Assets 1 and 2 in the portfolio. x1 = to 4 decimal places x2 = to 4 decimal places (c) Using the rounded results from above, determine the expected rate of return on the maximum expected utility portfolio. % to 2 decimal places (d) Determine the standard deviation in the rate of return on the maximum expected utility portfolio. Orv = % to 2 decimal places