A risk-averse individual whose preferences over wealth (@) are represented by the Bernoullian utility function u(@) = In w with current savings s > 0 decided investing all his savings into two assets A, and A2. A, has a fixed over-the-investment return of 5%. A2 has two possible returns: an over-the-investment return of 10% with probability 0.5 and an over-the-investment return of 0% with probability 0.5. Denoting a E [0,1] as the share of savings invested in A;, i c {1,2), what is the optimum portfolio (interval) of this individual? a) a1 = 1,a2 =0. b) a1 = 0,a2 = 1. c) a, > 1/2, a2 1/2 such that a, + 02 = 1