17 of 33 Assume an investor has the following utility function given by Her NO.1/2) A degree of risk aversion is 2.5. To maximize her utility, she would choose the asset with an expected rate of retum equal to and a corresponding standard deviation of respectively Oa 7% 25% Ob 19% 35% Od 20% 32% Od 12% 58% O 26%50% Unsure