9. Assume that investors have preferences given by the utility function U=E(r) - 0.5A0?. Given the following two portfolios: Portfolio A E(r) = 6.5% o=8.0% Portfolio B E(r) = 12.5% o= 18.0% Which portfolio would an investor with a level of risk aversion of A=4 choose? Show and state clearly why. (3 Points)