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Two investors Travis, (A) = 10. Taylor, (A) = 5. (A) = Risk Aversion Calculate the optimal portfolio for both investors that consists of all

Two investors Travis, (A) = 10. Taylor, (A) = 5. (A) = Risk Aversion

Calculate the optimal portfolio for both investors that consists of all eleven industries. What do you observe? Contrast Differences between both investors

Aim is to maximise utility

Set initial weights to 9.09%

Attached is data used to calculate in EXCEL using SOLVER and Markowitz approach

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