Consider a risk-averse mean-variance investor. The investor has a risk aversion of 5. The investor's current portfolio has an expected return of 12% and a return volatility of 19%. Suppose that the expected return of the portfolio returns drops to 8%. To which level should the volatility decrease to keep the investor as satisfied with the portfolio as before the decline in expected returns? O A. 15.4% B. 20.8% C. 9.0% O D. 14.2%