Suppose that there are two assets that are available for investment and an investor has the following expected utility: 7. where expected return and standard deviation are expressed in decimals. For example, if expected return is 25%, standard deviation is 15%, and risk aversion is 5, expected utility is computed as: EU 0.25 _ 0.5 x 5 x 0.152=0.1938 Now, assume that there is no other instrument (such as the risk-free security) available. Then, derive the analytical expressions for the optimal portfolio weights of the first and the second assets for this specific investor. (Hint: We are not talking about a numerical response here. Rather, you are asked to derive mathematically how you would compute for the optimal portfolio.) Refer to Question 7. Assume the following values for asset characteristics. By using the expression you obtained above, compute the values of the weights for assets in the optimal portfolio for the following set of values for the risk aversion coefficient: 8. MacBook Air 20 s-11 3 5 8 0