Big Sky Capital is looking to invest $5,000 in either of the following investments:

A)Red Canoe Bonds priced to yield 8%

B)AAA Money Market Fund paying 2%

If Red Canoe goes bankrupt, Big Sky will get neither interest nor the principal paid back. The odds of it going bankrupt are 15%.

What is the best course of action if Big Sky has a mean-variance utility function that is defined as where Big Sky now measures returns as net returns and the Red Canoe bonds are assumed to have a price volatility of 10%?