The indifference utility function is given as U(E(r), o) = E(r) - 0.5Ao, where A is a risk aversion coefficient (i) How do we determine the optimal portfolio consisting of two stocks that maximizes the utility? (ii) Two risky stocks with the following characteristics exist: Stock 1 2 Expected return Standard deviation E(ri) 0.20 0.15 (0) 0.45 0.32 Correlation coefficient P1,2 = 0.20 What are the optimal weights of these stocks (for the optimal portfolio) for an investor with A = 4 that maximize this investor's utility? What about another investor with A = 2 ?