Consider the 2-period utility maximization problem including two risky assets and one risk-free asset with returns of R_0(1) = 0.2 and R0(2) = 0.1. The return data of two risky assets are given below:

States	Period 1			Period 2
	R1(1)	R2(1)	Prob	R1(2)	R2(2)	Prob
Boom	0.3	0.4	0.4	0.3	0.3	0.3
Normal	0.2	0.1	0.3	0.2	0.1	0.3
Recession	0.1	0.2	0.3	0.1	0	0.4

The utility function of this problem is U(x)=ln x. Find the optimal portfolio at every period.