How do find a₁ and a_{2 ?}

Example . The pay-off matrix for the two assets r = H NNK . T = 2, (91, 92) = (2, 1) , Wo = 1. Then Ha1 + a2 = (BC) gal + = (iso-M) 1 (hai - 322) = (iso-o) Solving iso-y and iso-o for (a1, a2) yields a1 = 13 M + 20 130 and a2 = 13 / F 13 0 . . Using these in BC yields a (u, ) frontier 13 1 = 11 I 11 O. E E