Now assume that investments in risky portfolio as indicated in [4(a)] above are optimal for both Mr. X and Mr. Y. It is apparent that Mr. X is more risk averse than Mr. Y, since Mr. Y invests 100% of his fund in risky portfolio, while Mr. X invests only 60%. Numerically derive a value to prove that Mr. Y is less risk averse than Mr. X. You must show all relevant calculations