This question assumes the standard mean-variance utility function. You are investing in the S\&P500 index, along with U.S. Treasury bills. Your risk-aversion is 7 . Treasury bills will earn you a return of 5.40%, with no risk associated with them. The S\&P500 has volatility 30.70%, but earns a more attractive expected return of 7.90%. What percentage of your wealth should you allocate to Treasury bills? 96.21% 99.46% 98.84% 88.03%