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 1996. What is the risk aversion estimate for Country A's Investors O A. 9.56 O B. 3.05 OC.4.37 OD.7.16