Question: An investor has the utility function listed in problem 3 and is considering investing in the risky asset and riskfree asset from problem 1. Y*

An investor has the utility function listed in problem 3 and is considering investing in the risky asset and riskfree asset from problem 1. Y* =(E(Rp) -rf)/((A)(Variance of p)) If the investors coefficient of risk aversion constant A is 2.0, what is their optimal portfolio weight to invest in the risky asset?

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