Question 6 0/1 pts Assume an investor with the following investment utility function: U = E(r) - {0.005 x 3xo2). To maximise her expected utility, which one of the following investment portfolios would she choose? Portfolio Expected Standard Deviation Return 1 11% 16% 11 20% 35% III 5% 8% IV 17% 25% V 12% 15% Correct answer Portfolio V You Answered Portfolio 11 Portfolio III Portfolio IV Portfolio