The T-Bill's return is 3%. The mutual fund A has the expected returns of 15% and the standard deviation of 30%. Which of the following portfolios would you select if you were risk averse with a = 2? The utility function is U(u,0) = u- jao?. The weights of Portfolio T-Bill Mutual fund A 1 100% 0 2 0 100% 80% 3 20%