Consider the optimal portfolio of 2 risky and 1 riskless asset for different investors with different risk aversion levels. What is true about the portfolio shares w1 (risky asset 1), w2 (risky asset 2), and w3 (risk-free asset)? Remember w1+w2+w3 = 1. All investors will have the same w1, w2, and w3, but these three numbers don't have to be equal to each other. O a. All investors have the same sum of w1 and w2 (w1+w2), but they will differ in their w3 according to their risk aversion. b. All investors have the same difference between w1 and w2 (W1-W2), but they will differ in their w3 according to their risk aversion. OC. All investors will have the same w1 and w2, but they will differ in their w3 according to their risk aversion. O d. All investors have the same ratio of w1 to w2, but they will differ in their sum of w1 and w2 (w1+w2) and w3 according to their risk aversion. Oe