Consider the portfolio choice problem of a risk-averse mean-variance between a riskless and a risky asset. The risky asset has an expected return of 14% and a return volatility of 23%. The investor's risk aversion is 4 and the riskless rate is 1%. The investor's total portfolio value is $43,000. What is the investor's allocation to the riskless asset? O A. $25,388.15 B. $16,582.23 C. $26,417.77 O D. $21,865.78