A certain portfolio has expected return 12.8%, with standard deviation 30%, and the riskfree asset has expected return 3\%. Using the Utility function discussed in class and as defined in Chapter 6 of our Bodie, Kane, Marcus textbook, at what level of risk aversion, A, will an investor be indifferent between the portfolio and the risk-free asset? Select one: a. 2.84 b. 0.80 c. 2.18 d. insufficient information to determine e. 0.94 f. 1.10 g. 0.65