Assume that risk free rate is 7%, the expected return on the risky asset is 15%, the standard deviation of the risky asset is 22%. If your risk aversion index value is 4, what is your optimal percentage of risky asset investment in a complete portfolio? If an investors coefficient of risk aversion is A = 3, how does the optimal asset mix change? What are the new values of E(rC) and C? Suppose that the borrowing rate, r_f^B=9% is greater than the lending rate (risk-free rate), 7%. Show graphically how the optimal portfolio choice of some investors will be affected by the higher borrowing rate. Which investors will not be affected by the borrowing rate?