2. Consider an investor with preference for the mean and variance of the returns on a portfolio. Let be the share of the investors wealth allocated to the risky asset and 1 be the share allocated to the riskfree asset. The risk-free asset yields return _f, and the risky asset yields return _r with its variance _r². The investors risk coefficient is assumed to be positive ( > 0). If the investor maximizes the certainty equivalent, what is the optimal choice of ?