Consider an investor who has Prospect Theory preferences and exhibits loss aversion but doesn't exhibit diminishing sensitivity or probability weighting. He chooses between two assets: i) asset Apays-1 or 1 relative to the reference point, each with probability 0.5, and ii) asset B pays 0 relative to the reference point, with probability 1. What is his preference between the two assets? Select one: a. A B O b. None of the other options is true O CA-B O d. BA