Consider the following \"portfolio choice\" problem. The investor has initial wealth W and utility u (x) = In (x). There is a safe asset (such as a Canadian government treasury bills) that has net real return of zero. There is also a risky asset with a random net return that has only two possible returns, r1 with probability q and r0 with probability 1 - q. Let x be the amount invested in the risky asset, so that w x is invested in the safe asset. Will the investor put more or less investment into the risky asset as their wealth grows?1