Question 10 [6 points] Assume an investor has mean-variance utility preferences U = E(R) 0.5A02 with coefficient of risk aversion A = 5. The market expected return is E(RM) = 5% and the standard deviation of the market is Om = 10%. The risk-free rate is R, = 2%. Under CAPM, what's the weight of the risk-free assets (wf) on your optimal portfolio