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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

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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

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