Question 14 Not yet answered Marked out of 5.00 P Flag question Consider an asset A with payoffs x paid with corresponding probabilities p, for itaking values 1 through n. Assume that an investor with initial wealth Whas preferences represented by the utility functional U(A) == ) w(p) v(xi) wce) where w and v are nonlinear functions. This investor's preferences are represented by... Select one: O a. Expected-Utility Theory with risk aversion O b. Prospect Theory with probability weighting, O c. Prospect Theory with no probability weighting O d. Expected-Utility Theory with risk neutrality