Suppose that the risk - free T - Bills pay a rate of interest of 6%, while the only alternative risky asset you can invest, the S&P500 index, has an expected return of 9% and a volatility of 15%. Moreover, suppose that you have mean variance preferences with coefficient of risk - aversion a . 1. If a = 2, and you had to invest in either one asset or the other all your wealth, which of the two assets would you choose?