  We consider an investor who is dynamically informed about the future
evolution of one of the independent Brownian motions driving a stock's price
fluctuations. With linear temporary price impact the resulting optimal
investment problem with exponential utility turns out to be not only well
posed, but it even allows for a closed-form solution. We describe this solution
and the resulting problem value for this stochastic control problem with
partial observation by solving its convex-analytic dual problem.
