Which of the following is the optimal amount to be invested in the risk-free? Note: there are only two assets: risky (q) and risk-free (rf). Assume the return of the risky asset is "rq", the return of the risk-free is "rf", and the standard deviation of the risky asset is q. The agent's utility function is: 2rprpp 2(rqrf)q2(rqrf)(q1)+rfq(rqrf)qrqq+q(rqrf)qrqqq+rf(rqrf)(rqrf)q(rqrf)q(rqrf)rf