Suppose you are told that the average return on investment for a particular class of investments (A) was 7.8% with a standard deviation of 2.3%. Furthermore, the distribution of return is approximately bell shaped. A second category investment (B) has an average return of 8.5% with a standard deviation of 1.5%. Which of the following is true:

A) A risk averse investor should choose A over B

B) The returns of A are more volatile than B

C) Both investments have an equal chance of incurring a loss

D) There is a meaningful risk that an investment in B could incur a negative return