One year later, Laura and Frank divorce. Suppose that for simplicity, the expected rates of return and standard deviations of all traded assets are unchanged. Laura and Frank liquidate the portfolio . After the divorce, Laura becomes less risk averse (but she is still risk averse), so she tells Joe that she wants a risky portfolio =0.8+0.2=0.8+0.2. Will Joe give a different recommendation? If not, why? If yes, Joe will recommend an overall portfolio in the capital allocation line to Laura even if he does not know Laura's preference. Specify the range of possible weights of the risk-free asset in . [Hint: Joe wants to recommend that is better than without knowing how risk averse Laura is?]