Utility functions U(W) where W is wealth have the property dWdU>0 because... Investors always peeter less risk: Investors require compensation for bearing risk. Investors are averse to risk Investors always prefer more wealth. Question 2 1pts Consider a market with a single risk - free asset and a single risky portfolio. If an unconstrained, rational imvestor with utility function U=E[r]21A2 optimally allocates their wealth between these two assets, what will their allocation to the risky portfolio approach as their risk aversion decreases? thinus infirity inthinity