7. An investor chooses a portfolio comprising a risk-free asset and a single risky asset to max- imise a mean-variance objective function. Sketch, and briefly interpret, a diagram illustrating the investor's optimal decision, assuming that the decision results in a positive holding of the risky asset. 7. An investor chooses a portfolio comprising a risk-free asset and a single risky asset to max- imise a mean-variance objective function. Sketch, and briefly interpret, a diagram illustrating the investor's optimal decision, assuming that the decision results in a positive holding of the risky asset