John and Mary are offered to invest in a risky portfolio P offering an expected return of 10% and a volatility of 20%. The risk-free rate on T bills amounts to 6%. If the degree of risk aversion of Mary and John are 2 and 4, respectively, what will be the optimal share of the risky portfolio P if they invest in both P and the risk-free asset? a. 50%, 25% b.5%, 10% c. 10%, 5% d. 25%, 50%