Assume a world has only two assets: a safe asset and a risky asset. There are two rates associated with the safe asset. Specifically, an investors borrowing rate of safe asset is 7%, and the lending rate of safe asset is 5%. The risky asset P has rp=13%, p=22%.

Assume there are 20 investors: investor#1, investor#2, , investor#20. Investors are ranked by their coefficient of risk aversion (A), which form an arithmetic sequence with a common difference of 0.05, as the following:

Investor#1s coefficient of risk aversion is 1.05;

Investor#2s coefficient of risk aversion is 1.10;

Investor#3s coefficient of risk aversion is 1.15;

Investor#18s coefficient of risk aversion is 1.90;

Investor#19s coefficient of risk aversion is 1.95;

Investor#20s coefficient of risk aversion is 2.00;

Question: Among the 20 investors, identify the investor(s) whose optimal allocation is 100% to risky asset P and 0% to safe asset.