what percentage should an investor invest in the Optimat. Risky. portfolio and the risk freeassat if they have a risk aversion score of 2 Investment allocation if no borrowing is possible? Assume the optimal risky portfolio has an expected return of 12% and a standard deviation of 22%, (use a risk froe rate of 3%). A. 0.92975 in the And .07024 in B. 1 in the risky a 2. Investment allocation if borrowing is possible at the risk free rate? Assume the optimal risky portfolio has an expected return of 14% and a standard deviation of 2%, (use a risk free rate of And 0 in the ri C..25 in the risk Investment allocation if borrowing is possible at only a 8% borrowing rate? Assume the optimal risky portfolio has an expected return of 14% and a standard deviation of 2%, (use a risk free rate of .04). And .75 in th D. 1.25 in the ri And - 25 in E. O in the risk And 1 in th F. .75 in the And .25 in G..07024 in And 0.92 H.-.25 in the And 120 of 27 optimal risky portfolio has an expected free rate of 3%). A. 0.92975 in the risky asset And .07024 in the risk free asset B. 1 in the risky asset se rate? Assume the optimal risky Heviation of 2%, (use a risk free rate of And 0 in the risk free asset C..25 in the risky asset Eng rate? Assume the optimal risky of 2%, (use a risk free rate of .04). And .75 in the risk free asset D. 1.25 in the risky asset And - 25 in the risk free asset E. O in the risky asset And 1 in the risk free asset F .75 in the risky asset And .25 in the risk free asset G. .07024 in the risky asset And 0.92975 in the risk free asset And - 25 in the risk free asset E. O in the risky asset And 1 in the risk free asset F. .75 in the risky asset And .25 in the risk free asset G. .07024 in the risky asset And 0.92975 in the risk free asset H. - 25 in the risky asset And 1.25 in the risk free asset