Suppose that Stock X has an expected return of 8% and the standard deviation of the return is 20%, but the stock Y has an expected return of 8%, a standard deviation of 10%. The returns on the two stocks have a correlation coefficient of 0.75. If an investor can only invest in the risky assets, what percentage of his wealth will he invest in each asset if his coefficient of relative risk aversion is equal to 4? If possible, please show the optimal solution in a diagram. Likewise, if the investor wants to invest in the risk-free asset, in addition to stocks X and Y (risk-free rate is 2%), what percentage of his wealth does he invest in the risk-free asset?