The following figures show the optimal portfolio choice for two investors with different levels of risk aversion graphically. Which statement is correct? Investor A Investor B PortOpt1-eps-converted-to.jpgPortOpt2-eps-converted-to.jpg Group of answer choices Investor B would prefer a risk-free investment with a return of 10% to her current portfolio, however such opportunity is unavailable. Investors B is choosing an inefficient portfolio. Investor A borrows and takes a levered position in the market portfolio. Investor A has a higher risk-aversion parameter than investor B