4) Assume that only two investments are available: risk-free investment with the return of 5% and a risky portfolio with the expected return of 8% and standard deviation of 10%. An investor chooses to borrow at the risk-free rate and invest everything in the risky portfolio. Assuming that investor has the following utility function U = E(r) 0.5A2, her coefficient of risk aversion must be equal to: a) 2 b) 4 c) 6 d) 8