Assume a risky asset has a mean return of us = 0.05 and volatility of gs = 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 a = 2, but after reading the news paper you were worried that we were entering a recession and your risk aversion increased to a = 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 risk-free asset from this change in risk aversion? A) 0.06 B) -0.6 C) 0.6 D) 1.2 E) None of the above