solve 9.5 please!!

Exercise 9.5 Suppose in Example 9.3b that =0. What is the optimal portfolio? Example 9.3b Suppose you are thinking about investing your fortune of 100 in two securities whose rates of return have the following expected values and standard deviations: r1=.15,v1=.20;r2=.18,v2=.25 If the correlation between the rates of return is =.4, find the optimal portfolio when employing the utility function U(x)=1e.005x Exercise 9.5 Suppose in Example 9.3b that =0. What is the optimal portfolio? Example 9.3b Suppose you are thinking about investing your fortune of 100 in two securities whose rates of return have the following expected values and standard deviations: r1=.15,v1=.20;r2=.18,v2=.25 If the correlation between the rates of return is =.4, find the optimal portfolio when employing the utility function U(x)=1e.005x