Question 5. You can invest in two risky assets, r and r2 and one risk-free asset, rj . The two risky assets are uncorrelated, and values are E[r] = 8%, E[r2] = 6%, Var[r] = 10%,Var[r2] = 3%, and ry = 3% If you have a mean-variance optimizer with a risk aversion A = 2, what is the optimal portfolio? a Question 5. You can invest in two risky assets, r and r2 and one risk-free asset, rj . The two risky assets are uncorrelated, and values are E[r] = 8%, E[r2] = 6%, Var[r] = 10%,Var[r2] = 3%, and ry = 3% If you have a mean-variance optimizer with a risk aversion A = 2, what is the optimal portfolio? a