Consider the exponential utility function U = -exp (-Aw). Assume the risk-free rate is zero and normalize initial wealth to 1, Wo = 1. There are two normally distributed risky assets with expected returns and volatilities (,0) and ((M2, 02), respectively and correlation equal to p. If weights must sum to one, compute the allocations w and W to the risky assets expressed in terms of the respective model parameters (i.e. w = w(A, M, 01, M2, 02, p)). Would your answer change if wo = 1,000,000? Explain why or why not.