Mr. Smith invests only a part of his wealth into a risky asset that has a positive return of 10% with probability and has a negative return of -4% with probability 1 . The risk-free rate is 1%. Mr. Smith's utility function is = ln (), where is his wealth. Which of the following is true about ? a. 0.2857 0.358 b. 0.388 1 c. 0.357 0.389 d. None of the above