= Consider the portfolio choice problem of a mean-variance investor between two portfolios. The investor has to allocate all of her assets to one portfolio or the other. Her risk aversion is A = 3. Portfolio 1 has a mean return of 15% and a return standard deviation of 27%. Portfolio 2 has a mean return of 8%. What is the standard deviation of Portfolio 2s returns that would make the investor indifferent between Portfolio 1 and Portfolio 2? A. 16.2% B. 19.9% C. 4.1% O D. 7.9%