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(25 pts) The Euclidean norm of a d dimensional vector x, is defined as lxla - Vii xllP. Given a d x d square matrix M, we are interested in the following optimization problem: Maximize aT Ma subject to llx2 1 (Hint: this question will use a bit of linear algebra) 1. What is the maxima for the above optimization problem (in terms of matrix M), show your steps. 2. What is the maximum value of the above optimization problem

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