Question: Consider a portfolio utility function U ( X ) = X - ( / 2 ) X ^ 2 ^ 2 , where: X is

Consider a portfolio utility function U(X)= X -(/2)X^2^2, where:
X is the allocation to S&P 500 ETF
=0.10(10% excess return)
^2=0.04(20% volatility)
=4(risk aversion)

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