A risky fund has an expected return of $23\mathrm{.}5\%$ and a standard deviation $20\%.$ The T$-$Bill rate is $3\mathrm{.}5\%.$ An investor allocates $0\%$ of her retirement portfolio to the risky fund and $100\%$ to T$-$Bills. What is the investor's risk aversion coefficient $($A$)?$ A$)1\mathrm{.}11$ B$)4\mathrm{.}76$ C$)1\mathrm{.}0$ since the investor is $100\%$ in T$-$bills. $$D$)100$ which reflects the percentage to T$-$bills E$)0$ F$)$ Undefinded $($infinite$)$