Table 5.

Optimal solutions via REPO by various risk tolerances.

Risk Tolerance	Portfolio Entropy	Expected Return	Optimal Solution
$\alpha =1.0$	1.9551 nats	0.2311 bps	(0.1,0.0,0.1,0.1,0.2,0.0,0.1,0.3,0.0,0.1)
$\alpha =1.4$	2.1317 nats	0.3588 bps	(0.1,0.1,0.0,0.2,0.1,0.0,0.1,0.3,0.0,0.1)
$\alpha =1.7$	2.1419 nats	0.3660 bps	(0.1,0.1,0.0,0.2,0.1,0.0,0.2,0.2,0.0,0.1)