A risk-averse investor is indifferent between holding an equally weighted portfolio of the following two assets and holding a risk-free asset with a return of 4%

Security	Expected Return	Standard Deviation
TSLA	9%	24%
ITO	7%	19%

If the investor has standard mean-variance preferences, his risk aversion is closest to

A) 4

B) 1

C) 2

D) 5

E) 3