28) ors 1. Consider an investor of risk aversion 10 who is interested in splitting his...

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28) ors 1. Consider an investor of risk aversion 10 who is interested in splitting his wealth between a non-risky asset with rate of return .04 and a risky asset with mean rate of return .08 and standard deviation .1. How should he do it, and what are the mean and variance of his rate of return? 28) ors 1. Consider an investor of risk aversion 10 who is interested in splitting his wealth between a non-risky asset with rate of return .04 and a risky asset with mean rate of return .08 and standard deviation .1. How should he do it, and what are the mean and variance of his rate of return?