Suppose you have two investors with different risk preferences. Investor A has a utility function which is the natural log of wealth, U(W)=ln(W), and Investor B has a utility function U(W)= VW. Suppose initial wealth is given by W.-10. Each investor participates in a gamble in which they will either win 2 or lose 2 with probability 0.5. Each investor pays the risk premium to avoid the gamble according to the Markowitz risk premium. Find out which investor is the most risk averse, that is, which investor has the highest absolute risk aversion. What is the amount the more risk averse investor will pay to avoid the gamble, to the nearest 0.01? (a) 0.05 (b) 0.10 (c) 0.15 (d) 0.20 (e) 0.25