Assume a risky asset has a mean return of S = 0.05 and volatility of S = 0.1 and the risk-free asset has a mean return of 0.02. When you work up this morning you had a risk aversion of = 2, but after reading the news paper you were worried that we were entering a recession and your risk aversion increased to = 10. Based on the optimal portfolio allocation setting where you have one risky asset and one risk-free asset, what would be the change in your optimal portfolio weight on the risky asset from this change in risk aversion?

A) 1.2

B) 0.6

C) 0.06

D) 0.6

E) None of the above