The risk-free asset has a return of 2.84%. The risky asset has a return of 10.06% and has a variance of 4.12%. Karen has the following utility function: LaTeX: U=a\times\ln\left(r_c ight)-b\times\sigma_cU = a ln ( r c ) b c, with a=5.1 and b=5.2. LaTeX: r_cr c and LaTeX: \sigma_c c denote the return and the risk of the combined portfolio. Compute the optimal to be invested in the risky asset.