A financial planner has created the following data to illustrate the application of utility theory to portfolio selection:

$\backslash$table$[[$Investment$,\backslash$table$[[$Expected$],[$Return $(\%)]],\backslash$table$[[$Expected$],[$Standard Deviation $(\%)]]],[1,18,2],[2,19,8],[3,20,15],[4,18,30]]$

If an investor's utility function is expressed as $U=E_R-\frac{1}{2}A{}^2$ and the measure for risk aversion has a value of $2,$ the risk$-$averse investor is most likely to choose:

A Investment $1.$

B Investment $2.$

C Investment $3.$