Assume that investors are maximizing the expected return subject to not exceeding standard deviation they are willing to tolerate. Assume that investors can allocate their wealth across two assets. Asset 1 (e.g., bank account 1) has expected return of 1% and standard deviation of 0%. Asset 2 (e.g., bank account 2) has expected return 0.5% and standard deviation of 0%. here is no borrowing. Given that asset 1 is superior to asset 2 as it offers a higher expected return with the same standard deviation, will any investor allocate any fraction of their wealth to asset 2? Please explain the answer sufficently with details.