Question: Investors maximize the utility function U=E(r)A2, where E(r) is the expected return on an asset, A is the risk aversion coefficient, and is the standard

Investors maximize the utility function U=E(r)A2, where E(r) is the expected

Investors maximize the utility function U=E(r)A2, where E(r) is the expected return on an asset, A is the risk aversion coefficient, and is the standard deviation of an asset. The expected returns on assets A and B are 13% and 17%, respectively. The standard deviations of assets A and B are 35% and 44%, respectively. The risk-free rate in this economy is 2%. If the correlation between A and B is 0.6, answer the following four questions for an investor with a risk aversion coefficient of 3. What is the weight of stock A in the minimum variance portfolio

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