John and Mary bring US$100 million to be invested at USB Portal bank. USB's investment offering. includes a risky portfolio P with an expected return of 10% and volatility of 20%. If John's and Mary's degree of risk aversion are 3 and 5. What would be their levels of utility if they fully invest in the risky portfolio P? O a. 0.02 and 0.06 O b. 0.05 and 0.07 Oc. 0.07 and 0.05 d. 0.06 and 0.02