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Using the Utility function, with an A of 6.0, what are the weights of a risky portfolio of these 5 stocks that will optimize Utility?

Using the Utility function, with an A of 6.0, what are the weights of a risky portfolio of these 5 stocks that will optimize Utility?

* Wherever needed, use sample rather than population (variance, covariance, etc)

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U = E(r) - 20

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