Consider the exponential utility function = exp (). Assume the risk-free rate is zero and normalize initial wealth to 1, 0 = 1. There are two normally distributed risky assets with expected returns and volatilities (1, 1) and ((2, 2), respectively and correlation equal to . If weights must sum to one, compute the allocations 1 and 2 to the risky assets expressed in terms of the respective model parameters (i.e. = (, 1, 1, 2, 2, )). Would your answer change if 0 = 1,000,000? Explain why or why not.