To maximise her expected utility, which one of the following investment alternatives would she choose? Assume an investor with the following utility function: = () 3 2 2 A. A portfolio that pays 10% with a 60% probability or 5% with 40% probability B. A portfolio that pays 10% with 40% probability or 5% with a 60% probability C. A portfolio that pays 12% with 60% probability or 5% with 40% probability D. A portfolio that pays 12% with 40% probability or 5% with 60% probability