Question: You would like to construct an optimal portfolio to maximize your mean-variance utility Ui = E[ri] - *A*Variance i with a risk-aversion A=2. Your investment

You would like to construct an optimal portfolio to maximize your mean-variance utility Ui = E[ri] - ½*A*Variance i with a risk-aversion A=2. Your investment horizon is one year from today, and onl...

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