Question 2 (Mandatory) (1 point) You invest $1,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 16% and a standard deviation of 20% and a Treasury bill with a rate of return of 6%. If an individual investor's level of risk aversion (A) is 0.15/0.04, i.e. the investor requires 3.75 units of excess return per unit of variance, then this investor's optimal percent invested in the risky asset is 0 66.7% Oo O 75% O 50%