One important function of your robo-adviser is computing optimal allocations between risky assets and the risk-free asset. You assume that two-fund separation holds. You also assume that investors have a mean-variance utility function of the form U = E(n) 4 a o?, where E (r) denotes the annual expected return, a is the risk aversion coefficient and o is the annual variance. Let's assume that E (r) is 0.08, o is 0.1 and the risk-free rate rf is 0.005. Let's also assume that a is equal to 2. What is the optimal fraction that the investor should invest in the optimal risky portfolio (rounded to the third decimal)? O 0.312 O 0.234 0.469 O 0.937