Question: Consider two assets, E and D as follows: E D E[r] (decimal) risk (decimal) 0.16 0.09 0.19 0.12 The correlation between the two assets

Consider two assets, E and D as follows: E D E[r] (decimal) risk (decimal) 0.16 0.09 0.19 0.12 The correlation between the two assets is 0. How much should an investor with a coefficient of risk aversion of 5.50 invest in E so that her utility is maximized? Answer in decimal form. Answer: 0x (0.5372)

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