Suppose that you are trying to calculate investors' risk aversion in Country A assuming that investors are mean-variance utility maximizers with identical risk preferences. Country A is completely isolated and all assets in Country A are held by its citizens. And citizens do not invest in any other country. In Country A, investors allocate their financial wealth between the domestic stock market which has a market capitalization of $15.6 trillion and riskless T-bills issued by Country A's government. There are currently $3.4 trillion in T-bills held by investors and the return on T-bills is 0.5%. The stock market returns have a mean of 13.45% and a volatility of 19%. What is the risk aversion estimate for Country A's investors? A. 7.16 B. 3.05 O C. 4.37 O D.9.56