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the maximum additional stress level (i.e., maximum marginal loss of utility) that the manager(s) is(are) willing to endure is dU/d = -0.70, please compute the
the maximum additional stress level (i.e., maximum marginal loss of utility) that the manager(s) is(are) willing to endure is dU/d = -0.70, please compute the capital allocation of the Portfolio, and the expected return and standard deviation of the BEST Portfolio.
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