Suppose that the assumptions of modern portfolio theory are satisfied. There are two risky assets and a risk-free asset. You observe expected returns and standard deviations of portfolios of two investors that have optimally chosen their portfolios according to the modern portfolio theory: Investor 1 Investor 2 Page 1 Expected return, % Standard deviation, % 6.9 7.2 10.0 20.0 Consider another investor who is highly risk averse and wants to have as low volatility of her/his portfolio as possible. What is the return that this investor can expect to earn?