Project Steps:

1. User Interface Design:
Begin by designing the user interface with a simple and intuitive layout. Include progress indicators to help users understand how far they are in the questionnaire. Ensure the design is responsive, adapting to different screen sizes and devices.

2. Questionnaire Format:
Develop a questionnaire with 10 questions, both quantitative and qualitative, addressing financial goals, investment experience, time horizon, loss tolerance, and behavioral finance elements. Each question should have no more than three possible answers.

3. Behavioral Finance Questions:
Integrate questions that assess the investor's psychological preferences and biases, such as reactions to market downturns or decision-making under uncertainty.

4. Risk Number Calculation:
Assign a risk number (2-12) to each potential answer, signifying the level of risk associated with the choice. Add validation checks to make sure all questions are answered before calculating the total risk number.

5. Risk Profile and Portfolio Allocation:
Based on the total risk number, classify the investor's profile into Conservative, Balanced, Growth, or Aggressive. Display the corresponding portfolio allocation recommendation, explaining the reasoning behind the suggestion.

6. Technical Implementation:
Use HTML to structure the web page, CSS for styling and responsive design, and JavaScript for interactive elements like question navigation, answer validation, and risk number calculation.

7. Testing and Validation:
Test the web application on different browsers and devices to ensure compatibility. Validate the code to check for syntax errors or other issues.

8. Deliverables:
Compile the Investor Risk Number and Profile Generator, source code files, and thorough documentation into the final deliverables.

9. Evaluation:
The project will be evaluated based on the user-friendliness of the web interface, the accuracy of the risk number calculation and portfolio allocation suggestions, and the quality and maintainability of the code.