Question 2 Suppose investor "satisfaction" with a portfolio increases with expected return and decreases with variance according to the following "utility" formula: U=E(r~)21A2(r~). (a) Based on the formula for investor satisfaction or "utility," which investment would you select if you were risk averse with A=4 ? (b) Which investment would you select if you were risk neutral, with A=0 ? (c) The coefficient A in the utility formula represents (A) investor's return requirement. (B) investor's aversion to risk. (C) preference for one unit of return per four units of risk