Please answer the following 3 questions with the information below: Investment Expected Return, (Er) Standard Deviation, o Suppose investor "satisfaction" with portfolio increases with expected return and decreases . . . . . . 1 w1th variances accordmg to the followmg "utlllty" formula: U = E (r) EAO'Z, where A=4. 1. Chapter 5 CFA Question 4 Based on the formula for investor satisfaction or "utility", which investment would you select if you were risk averse with A=4? 2. Chapter 5 CFA Question 5 Based on the formula above, which investment would you select if you were risk neutral, with A=0