In the optimization step for finding the optimal portfolio, the utility function we have been using has a risk aversion coefficient: A. For the 'average' investor we know that A=4. If an investor's A coefficient is 6, that means: Select one: O a. the investor has a preference for risk O b. the investor has about the same risk aversion as average O c. the investor is less risk averse than average O d. the investor is more risk averse than average O e. the investor is indifferent to risk