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For questions 10-18, consider two stocks, X and Y. The table below gives the annual rate of return from holding these two stocks over the

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For questions 10-18, consider two stocks, X and Y. The table below gives the annual rate of return from holding these two stocks over the last 10 years. Both stocks are just 10 years old so this is the total history of stock returns. Suppose you are trying to decide how much of each of these two (and only these two) stocks to buy and hold for 1 year. Assume the investor's utility function is U=E(r)var(r). Suppose =1. What are the optimal portfolio weights? What are the optimal portfolio weights if =1/2? What are the optimal portfolio weights if =2

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