Question 20 5 pts An investor having a risk aversion coefficient (A) equal to 1.5 is considering three portfolios of varying risk and return as shown in the table below. Assuming a risk-free rate equal to 4%, which statement below is CORRECT? Investment Table Portfolio Return Volatility Sharpe Ratio Low Risk 7% 10% 0.30 Medium Risk 10% 20% 0.30 High Risk 13% 30% 0.30 Utility of High Risk Portfolio -6.25% of the three portfolios, the Medium Risk portfolio provides the lowest utility to the investor The investor would have the same preference (ie, utility) for the high and medium risk portfolios The investor would have the same preference (i.e. utility) for the high and low risk portfolios. All three portfolios provide the same utility to the investor since they all have the same Sharpe ratio and lle on the Capital Allocation Line CAD The investor would have the same preference de utility for the low and medium rik portfolios