Problem 2 a. There are two investments, Aj and A2. Their payoffs are independent of each other. Both have the same expected value a and variance v per $1 invested. What is the best allocation of $1,000 across these two investments? 1 b. Suppose there are twenty investments A1, A2, ..., A20. And their payoffs are inde- pendent of each other. Each investment has the same expected value a and variance v per $1 invested. What is the best allocation of $1,000 across these twenty invest- ments? c. Compare the two best allocations in parts a and b above. Which of these two allocations would you prefer? Why