Assume an investor evaluates assets using a mean-variance function, u(X) = µX − σ 2 X , and a budget of $1 to allocate between stocks A, B with mean, standard deviation: (i) µA = 2, σA = 1, (ii) µB = 4, σB = 4. Also assume the stocks are perfectly negatively correlated. Assume both A, B cost $1 per share and that shares are infinitely divisible. Compute the optimal portfolio choice.