Suppose that there are two assets that are available for investment and an investor has the following expected utility: EU=E(R)0.5Asigma2 Given the following values for asset characteristics, compute the values of the weights for assets in the optimal portfolio for the following set of values and a risk aversion coefficient of 10. Assume there is no risk-free security. w1=75.6%,w2=24.4% w1=46.8%,w2=53.2% w1=59.6%,w2=40.4% w1=82.0%,w2=18.0%