An investor has the following utility function: U(W) = In W and would like to maximize expected utility of terminal wealth. The investor currently has $1 million. There are two investment opportunities in the economy. Portfolio A can return 50% with probability 20% or can return -5% with probability 80%. Portfolio B provides 5% return with 100% probability. (Here the returns are simple returns which equal to gross return minus one.) Which portfolio should the investor pick if he can invest only in one of the two