6. Assume that there are two risk-averse investors, i and k, whose absolute risk aversions satisfy R(z) R(z), V z. There is a risky asset and a risk-free asset. Assume that at the risk premium, rp = E()r, >0, individual i invests all his wealth in the risky asset. Show that at this risk premium, individual k may either invest all his wealth in the risky asset or even take a leveraged position, i.e., he may invest more than his wealth at the risky asset by borrowing at the risk-free rate.