Asset A's price is lognormally distributed with mean 8% and standard deviation of 10%. Asset B's price is lognormally distributed with mean 15% and standard deviation of 45%. Assume that the correlation between the log-returns of these two assets is 0. The investor's utility function is U(W) = 2VW and the investment horizon is one year. Portfolio X allocates 90% to Asset A and 10% to Asset B. Portfolio Z allocates 10% to Asset A and 90% to Asset B. Which portfolio, X or Z, would be preferred by the investor