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Given the information below, how to find the expected return of a portfolio and its standard deviation with the maximum marginal loss of utility dU/d?

U= E[r] + 0.4 2

E(Rp)= 43%

Risk free= 10%

dU/d= 2

y=?

1-y=?

E(Rc)= ?

(Rc)=?

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