Investors maximize the utility function

$,$ where

is the expected return on an asset,

is the risk aversion coefficient, and

is the standard deviation of an asset.

The expected returns on assets A and B are $10\%$ and $20\%,$ respectively. The standard deviations of assets A and B are $30\%$ and $40\%,$ respectively. The risk$-$free rate in this economy is $2\%.$ If the correlation between A and B is $0\mathrm{.}5,$ answer the following four questions for an investor with a risk aversion coefficient of $2.$

If an investor with risk aversion coefficient of $2$ maximizes his$/$her utility only using the risky assets mentioned above, what would be the weight of asset A in that portfolio?

Note: Answer in percentages with two decimals. Do not put $\%$ symbol in your answer.Investors maximize the utility function $U=E(r)-A{}^2,$ 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 $10\%$ and $20\%,$ respectively. The standard deviations of assets A and $B$ are $30\%$ and $40\%,$ respectively.

The risk$-$free rate in this economy is $2\%.$ If the correlation between A and $B$ is $0\mathrm{.}5,$ answer the following four questions for an investor with a risk

aversion coefficient of $2.$

If an investor with risk aversion coefficient of $2$ maximizes his$/$her utility only using the risky assets mentioned above, what would be the weight of

asset $A$ in that portfolio?

Note: Answer in percentages with two decimals. Do not put $\%$ symbol in your answer.