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Provided with the following information a ) Coefficient of risk aversion is 2 . 7 5 b ) Weight provided to the asset with least

Provided with the following information
a) Coefficient of risk aversion is 2.75
b) Weight provided to the asset with least risk is 42% in an
optimal risky portfolio
c) Standard deviation of the portfolio is 21%
d) The asset with second powest possible weight is greater
than 35m of the second lowest possible risky asset
e) Slope of the capital allocation line is 0.65
Suggest the Optimal investment plan using all the assets.
Determine the weights of each assets with expected risk
and returns. Suggest the benefit of investing in Asset E and
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